Paper Info
Title
Estimation and Tests Under L-Moment Condition Models.
Abstract
We propose estimators defined thanks to the minimization of an “energy” functional for a semi-parametric model defined by L-moment equations. This is an adaptation for the L-moments framework of the estimation through the minimization of a divergence with moment condition models. The advantages of such estimators are their quick implementation and their flexibility of use. To keep these qualities, we change the divergence functional in order to keep the linearity of the constraints. The Fenchel-Legendre duality then allows us to simplify the optimization problem.
Year
DOI
Venue
2013
10.1007/978-3-642-40020-9_50
GSI
Field
DocType
Volume
Applied mathematics,Empirical likelihood,L-moment,Quantile function,Minification,Duality (optimization),Semiparametric model,Optimization problem,Mathematics,Estimator
Conference
8085
Citations 
PageRank 
References 
0
0.34
2
Authors
1
Name
Order
Citations
PageRank
Alexis Decurninge1317.78