scientific article; zbMATH DE number 5492171
From MaRDI portal
Publication:5303074
zbMath1153.62043MaRDI QIDQ5303074
Philippe Naveau, Jean Diebolt, Armelle Guillou, Pierre Ribereau
Publication date: 15 January 2009
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (11)
Penalized likelihood approach for the four-parameter kappa distribution ⋮ Detecting distributional changes in samples of independent block maxima using probability weighted moments ⋮ Semi-parametric tail inference through probability-weighted moments ⋮ The probability weighted characteristic function and goodness-of-fit testing ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ Semi-parametric probability-weighted moments estimation revisited ⋮ Truncated skew-normal distributions: moments, estimation by weighted moments and application to climatic data ⋮ Multidimensional extremal dependence coefficients ⋮ Estimating the closed skew-normal distribution parameters using weighted moments ⋮ On the block maxima method in extreme value theory: PWM estimators ⋮ Pricing and risk management of interest rate swaps
This page was built for publication:
