Assessing Symmetry Using Quantiles andL-Moments

DOI10.1080/03610910802491742zbMath1157.62010OpenAlexW2015937374MaRDI QIDQ3616273

No author found.

Publication date: 24 March 2009

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910802491742

zbMATH Keywords

symmetrybootstrap estimationquantilesskewnessbootstrap testing\(L\)-momentstrimmed \(L\)-moments

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (2)

Comparison of estimation methods for the Weibull distribution ⋮ A general measure of skewness

Uses Software

• R

Cites Work

• Unnamed Item
• Unnamed Item
• Exact variance structure of sample L-moments
• Some theory and practical uses of trimmed \(L\)-moments
• Tables of Expected Values of Order Statistics and Products of Order Statistics for Samples of Size Twenty and Less from the Normal Distribution
• Approximation Theorems of Mathematical Statistics
• The Exact Bootstrap Mean and Variance of an L-estimator

This page was built for publication: Assessing Symmetry Using Quantiles andL-Moments