Estimation of quantile mixtures via L-moments and trimmed L-moments (Q1010436)
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scientific article; zbMATH DE number 5540469
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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0.89272237
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0.89132917
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0.88758457
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0.8873556
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0.8784571
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