6.3.3.2.2.10. statsmodels.sandbox.distributions.estimators.momentcondquant

statsmodels.sandbox.distributions.estimators.momentcondquant(distfn, params, mom2, quantile=None, shape=None)

moment conditions for estimating distribution parameters by matching quantiles, defines as many moment conditions as quantiles.

Returns:

difference : array

difference between theoretical and empirical quantiles

Notes

This can be used for method of moments or for generalized method of moments.