On unbiased optimal L-statistics quantile estimators
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- Davide Ferrari & Sandra Paterlini, 2007.
"The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance,"
Department of Economics
555, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Davide Ferrari & Sandra Paterlini, 2007. "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 07071, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Davide Ferrari & Sandra Paterlini, 2007. "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Center for Economic Research (RECent) 001, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
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KeywordsUnbiased quantile estimator; L-statistics; Location-scale distributions; Best linear unbiased estimator;
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