Semi-parametric probability-weighted moments estimation revisited

PEst-OE/MAT/UI0006/2011 PEst-OE/MAT/UI0297/2011

Bibliographic Details
Main Author: Caeiro, Frederico Almeida Gião Gonçalves (author)
Other Authors: Gomes, M. Ivette (author), Vandewalle, Bjorn (author)
Format: article
Language:eng
Published: 2021
Subjects:
Value-at-risk or high quantiles
Heavy tails
Semi-parametric estimation
Probability of exceedance of a high level
Online Access:http://hdl.handle.net/10362/118351
Country:Portugal
Oai:oai:run.unl.pt:10362/118351
Description
Summary:PEst-OE/MAT/UI0006/2011 PEst-OE/MAT/UI0297/2011

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