Confidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices data (Q5861580)
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scientific article; zbMATH DE number 7482792
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| English | Confidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices data |
scientific article; zbMATH DE number 7482792 |
Statements
Confidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices data (English)
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1 March 2022
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L-moments
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parameter and quantile estimation
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confidence interval
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generalized Pareto distribution
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generalized extreme-value distribution
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0.7684907913208008
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0.738064169883728
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0.7349243760108948
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0.7308180928230286
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