Estimation of quantile mixtures via L-moments and trimmed L-moments
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Publication:1010436
DOI10.1016/j.csda.2005.09.014zbMath1157.62344WikidataQ30047979 ScholiaQ30047979MaRDI QIDQ1010436
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
order statistics; method of moments; mixture models; quantile function; Cauchy distribution; stock indexes; asset return; distribution families
62P05: Applications of statistics to actuarial sciences and financial mathematics
62F10: Point estimation
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Uses Software
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