A class of semi-parametric probability weighted moment estimators (Q4644980)
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scientific article; zbMATH DE number 6999144
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| English | A class of semi-parametric probability weighted moment estimators |
scientific article; zbMATH DE number 6999144 |
Statements
A Class of Semi-parametric Probability Weighted Moment Estimators (English)
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9 January 2019
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semiparametric probability weighted moment estimator
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extreme value index
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value-at-risk
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0.8998833298683167
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0.8632827401161194
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0.8588478565216064
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0.8290799260139465
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0.8122009038925171
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