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...
Збережено в:
| Автор: | |
|---|---|
| Формат: | Artigo |
| Мова: | Inglês |
| Опубліковано: |
Cairo University, Faculty of Graduate Studies for Statistical Research (FGSSR)
2010-06-01
|
| Серія: | The Egyptian Statistical Journal |
| Предмети: | |
| Онлайн доступ: | https://esju.journals.ekb.eg/article_314302_7bb2181cc53bfa11ebcc9451d13715d6.pdf |
| Теги: |
Немає тегів, Будьте першим, хто поставить тег для цього запису!
|