Recovery of quantile and quantile density function using the frequency moments
type: Item
instance of: scholarly article
title: Recovery of quantile and quantile density function using the frequency moments
zbMATH Open document ID: 1463.62121
author: Aleksandre Sborshchikovi
author: Robert Mnatsakanov
published in: Statistics \& Probability Letters
publication date: 2018-06-21T00:00:00Z
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6892607
zbMATH Keywords: quantile function
zbMATH Keywords: quantile density function
zbMATH Keywords: frequency moments
zbMATH Keywords: expected shortfall
zbMATH Keywords: risk models
MaRDI profile type: Publication
full work available at URL: j.spl.2018.04.022
OpenAlex ID: W2800391643
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Wikidata QID: Q129872868
DOI: 10.1016/J.SPL.2018.04.022
description: scientific article; zbMATH DE number 6892607