Nonparametric Estimation for Quantile and Sparsity Functions via Trimmed L-moments
Trimmed Linear moments (TL-moments) are natural generalization of L-moments that do not require the mean of the underlying distribution to exist. Therefore, they are defined for heavy tailed distributions where they do not involve some values at the extreme ends of the distribution. We introduce and...
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| Autor principal: | |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Cairo University, Faculty of Graduate Studies for Statistical Research (FGSSR)
2010-06-01
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| coleção: | The Egyptian Statistical Journal |
| Assuntos: | |
| Acesso em linha: | https://esju.journals.ekb.eg/article_314302_7bb2181cc53bfa11ebcc9451d13715d6.pdf |
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