Semi-parametric probability-weighted moments estimation revisited (Q2445488)
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scientific article; zbMATH DE number 6284509
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| English | Semi-parametric probability-weighted moments estimation revisited |
scientific article; zbMATH DE number 6284509 |
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Semi-parametric probability-weighted moments estimation revisited (English)
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14 April 2014
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heavy tails
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value-at-risk
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high quantiles
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probability of exceedance of high levels
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semi-parametric estimation
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0.8998833298683167
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0.8604088425636292
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0.8561863899230957
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0.839944064617157
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0.8220292329788208
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