A new look at probability-weighted moments estimators

DOI10.1016/j.crma.2004.02.011zbMath1043.62014OpenAlexW2069185560MaRDI QIDQ1876816

Jean Diebolt, Imen Rached, Armelle Guillou

Publication date: 20 August 2004

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2004.02.011

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05)

Related Items

Approximation of the distribution of excesses through a generalized probability-weighted moments method ⋮ Probability weighted moments properties for small samples ⋮ Semi-parametric tail inference through probability-weighted moments ⋮ Return level bounds for discrete and continuous random variables ⋮ Nonparametric probability weighted empirical characteristic function and applications ⋮ Improving extreme quantile estimation via a folding procedure ⋮ Parameter estimation of the generalized Pareto distribution. I ⋮ Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach

Cites Work

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