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Journal of Statistics and Management Systems Volume 25, 2022 - Issue 8
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Research Article

Accuracy of L-moments approximation for spectral risk measures in heavy tail distributions

Afshin FallahDepartment of Statistics, Imam Khomeini International University, Qazvin, Iran
,
Ramin KazemiDepartment of Statistics, Imam Khomeini International University, Qazvin, IranCorrespondence[email protected]
&
Sajedeh AlipourDepartment of Statistics, Imam Khomeini International University, Qazvin, Iran
Pages 2073-2085 | Received 01 Jun 2021, Published online: 26 Jul 2022

References

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