4.4 Article

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

相关参考文献

注意:仅列出部分参考文献,下载原文获取全部文献信息。
Article Statistics & Probability

A comparison of L-, LQ-, TL-moment and maximum likelihood high quantile estimates of the GPD and GEV distribution

Tereza Simkova et al.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION (2017)

Article Business, Finance

Value-at-risk and extreme value distributions for financial returns

Konstantinos Tolikas

Journal of Risk (2008)

Article Engineering, Environmental

Estimation of confidence intervals of quantiles for the Weibull distribution

JH Heo et al.

STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT (2001)

Article Environmental Sciences

Generalized maximum-likelihood generalized extreme-value quantile estimators for hydrologic data

ES Martins et al.

WATER RESOURCES RESEARCH (2000)