Bias-reduced estimates for skewness, kurtosis, \(L\)-skewness and \(L\)-kurtosis

DOI10.1016/J.JSPI.2011.06.024zbMath1235.62049OpenAlexW2006011522MaRDI QIDQ719482

Christopher S. Withers, Saralees Nadarajah

Publication date: 10 October 2011

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.06.024

zbMATH Keywords

maximumnonparametrics\(L\)-moments

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (4)

A note on bias reduction ⋮ A uniqueness result for \(L\)-estimators, with applications to \(L\)-moments ⋮ Nonparametric Confidence Regions for L-Moments ⋮ Inference for quantile measures of kurtosis, peakedness, and tail weight

Uses Software

• LMOMENTS
• LOWESS

Cites Work

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• Estimation of the generalized logistic distribution parameters: comparative study
• Analytic bias reduction for \(k\)-sample functionals
• A small sample comparison of maximum likelihood, moments and \(L\)-moments methods for the asymmetric exponential power distribution
• \(L\)-moments and \(C\)-moments
• On some expressions for variance, covariance, skewness and L-moments
• A contribution to multivariate L-moments: L-comoment matrices
• On the characterization of distributions by their \(L\)-moments
• Distributions with maximum entropy subject to constraints on their \(L\)-moments or expected order statistics
• Some theory and practical uses of trimmed \(L\)-moments
• Nonparametric estimates of low bias
• Robust Locally Weighted Regression and Smoothing Scatterplots
• The bootstrap and Edgeworth expansion

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