Robust and non asymptotic estimation of probability weighted moments with application to extreme value analysis

Extremes 2026 Open access

Read full text
Authors: Anna Ben-Hamou, Philippe Naveau, Maud Thomas
DOI: 10.1007/s10687-026-00541-y
Cited by: 0
References: 32

Fields of Study & Subjects

Financial Risk and Volatility Modeling

Publication details

Journal / source
Extremes
Publisher
Springer Science and Business Media LLC
Publication date
20 May 2026
Language
EN