Estimation and Tests Under L-Moment Condition Models View Full Text


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Chapter Info

DATE

2013

AUTHORS

Alexis Decurninge

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. More... »

PAGES

459-466

Book

TITLE

Geometric Science of Information

ISBN

978-3-642-40019-3
978-3-642-40020-9

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-3-642-40020-9_50

DOI

http://dx.doi.org/10.1007/978-3-642-40020-9_50

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1037597272


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