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math.ST2016
Large deviations for method-of-quantiles estimators of one-dimensional parameters
Valeria Bignozzi, Claudio Macci, Lea Petrella
We consider method-of-quantiles estimators of unknown parameters, namely the analogue of method-of-moments estimators obtained by matching empirical and theoretical quantiles at so…
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…