A contribution to multivariate L-moments: L-comoment matrices
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Publication:2474242
DOI10.1016/j.jmva.2007.01.008zbMath1130.62053OpenAlexW1966018765MaRDI QIDQ2474242
Publication date: 5 March 2008
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2007.01.008
correlationnonparametricmultivariateL-momentsregional frequency analysiscokurtosiscoskewnessfinancial risk analysis
Multivariate distribution of statistics (62H10) Nonparametric robustness (62G35) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonparametric inference (62G99)
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Uses Software
Cites Work
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