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Estimation of quantile mixtures via L-moments and trimmed L-moments - MaRDI portal

Estimation of quantile mixtures via L-moments and trimmed L-moments (Q1010436)

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scientific article; zbMATH DE number 5540469
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English
Estimation of quantile mixtures via L-moments and trimmed L-moments
scientific article; zbMATH DE number 5540469

    Statements

    Estimation of quantile mixtures via L-moments and trimmed L-moments (English)
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    6 April 2009
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    order statistics
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    quantile function
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    method of moments
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    mixture models
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    distribution families
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    Cauchy distribution
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    asset return
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    stock indexes
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