2 papers
math.ST2022
Inter-order relations between moments of a Student distribution, with an application to -quantiles
Valeria Bignozzi, Luca Merlo, Lea Petrella
This paper introduces inter-order formulas for partial and complete moments of a Student distribution with degrees of freedom. We show how the partial moment of order $n -…
stat.ME2016
On the Lp-quantiles for the Student t distribution
Mauro Bernardi, Valeria Bignozzi, Lea Petrella
L_p-quantiles represent an important class of generalised quantiles and are defined as the minimisers of an expected asymmetric power function, see Chen (1996). For p=1 and p=2 the…