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The chapter discusses generalized method of moments (GMM) estimation
methods for spatial models. Much of the discussion is on GMM estimation of
Cliff-Ord-type models where spatial interactions are m...
TL-moments and L-moments estimation for the generalized Pareto distribution
GPD TL-moments L-moments skewness
2010/9/10
In this paper, the trimmed L-moments (TL-moments) and L-moments of the Generalized Pareto distribution (GPD) up to arbitrary order will be derived and used to obtain the first four TL-moments and Lmom...