Confidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices data
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Publication:5861580
DOI10.1080/02664763.2020.1757046OpenAlexW3022548712MaRDI QIDQ5861580
Publication date: 1 March 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2020.1757046
confidence intervalgeneralized extreme-value distributiongeneralized Pareto distributionL-momentsparameter and quantile estimation
Uses Software
Cites Work
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