Estimation of quantile mixtures via L-moments and trimmed L-moments

DOI10.1016/j.csda.2005.09.014zbMath1157.62344OpenAlexW2031869465WikidataQ30047979 ScholiaQ30047979MaRDI QIDQ1010436

Juha Karvanen

Publication date: 6 April 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2005.09.014

zbMATH Keywords

order statisticsmethod of momentsmixture modelsquantile functionCauchy distributionstock indexesasset returndistribution families

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10)

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Uses Software

• LMOMENTS

Cites Work

• Unnamed Item
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• Trimmed L-moments
• Estimating densities, quantiles, quantile densities and density quantiles
• LQ-moments: Analogs of L-moments
• Adaptive score functions for maximum likelihood ICA
• Exact variance structure of sample L-moments
• On the Moments of the Sample Quantiles
• Nonparametric Statistical Data Modeling
• Control charts based on linear combinations of order statistics
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation
• Derivation of approximants to the inverse distribution function of a continuous univariate population from the order statistics of a sample

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