Confidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices data

Date
2021
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Taylor &amp Francis
Abstract
Description
Subject(s)
L-moments, parameter and quantile estimation, confidence interval, generalized Pareto distribution, generalized extreme-value distribution
Citation
Item identifier
https://dspace.tul.cz/handle/15240/161778
 https://doi.org/10.1080/02664763.2020.1757046
ISSN
0266-4763
ISBN
Collections