On the \(L_p\)-quantiles for the Student \(t\) distribution

DOI10.1016/j.spl.2017.04.017zbMath1380.62056arXiv1605.07947OpenAlexW2402265077MaRDI QIDQ2407495

Lea Petrella, Valeria Bignozzi, Mauro Bernardi

Publication date: 6 October 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.07947

zbMATH Keywords

quantilestruncated momentsexpectilesStudent \(t\) distributiongeneralised quantiles

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

Bayesian quantile regression using the skew exponential power distribution ⋮ Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors

Cites Work

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