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

Date
2021-01-01
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
ISSN
0266-4763
ISBN
Collections