LQ-moments: Analogs of L-moments

DOI10.1016/S0378-3758(98)00088-3zbMath0981.62039OpenAlexW2056708116WikidataQ127663337 ScholiaQ127663337MaRDI QIDQ1299442

Alan D. Hutson, Govind S. Mudholkar

Publication date: 26 March 2002

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(98)00088-3

zbMATH Keywords

moment problemorder statisticsquantile functions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (10)

Exact variance structure of sample L-moments ⋮ Some theory and practical uses of trimmed \(L\)-moments ⋮ On the use of \(L\)-functionals in regression models ⋮ A comparison of L-, LQ-, TL-moment and maximum likelihood high quantile estimates of the GPD and GEV distribution ⋮ Trimmed L-moments ⋮ A contribution to multivariate L-moments: L-comoment matrices ⋮ L-moment estimation for parametric survival models given censored data ⋮ Estimation of quantile mixtures via L-moments and trimmed L-moments ⋮ A small sample comparison of maximum likelihood, moments and \(L\)-moments methods for the asymmetric exponential power distribution ⋮ Comparison of different estimation methods for extreme value distribution

Uses Software

• LMOMENTS

Cites Work

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• Skewness and asymmetry: Measures and orderings
• Moments of order statistics of the Cantor distribution
• Some refinements of the quasi-quantiles
• Approximation Theorems of Mathematical Statistics
• a study of the generalized tukey lambda family
• Moment Problem of Order Statistics: A Review
• On the efficiencies of some common quick estimators
• Generalized weibull family: a structural analysis
• Some Relations Between Expectations of Order Statistics in Samples of Different Sizes
• Derivation of approximants to the inverse distribution function of a continuous univariate population from the order statistics of a sample
• INTERRELATIONS BETWEEN CERTAIN LINEAR SYSTEMATIC STATISTICS OF SAMPLES FROM ANY CONTINUOUS POPULATION

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