๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance

โœ Scribed by Davide Ferrari; Sandra Paterlini


Book ID
106457297
Publisher
Springer US
Year
2008
Tongue
English
Weight
473 KB
Volume
11
Category
Article
ISSN
1387-5841

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Maximum likelihood estimator and likelih
โœ Malka Gorfine; Laurence Freedman; Gitit Shahaf; Ramit Mehr ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Springer ๐ŸŒ English โš– 96 KB

In this paper we introduce a simple framework which provides a basis for estimating parameters and testing statistical hypotheses in complex models. The only assumption that is made in the model describing the process under study, is that the deviations of the observations from the model have a mult