Probability weighted moments properties for small samples

DOI10.1016/j.spl.2006.06.009zbMath1106.62125OpenAlexW2059457807WikidataQ57816078 ScholiaQ57816078MaRDI QIDQ871037

Philippe Naveau, Reinhard Furrer

Publication date: 15 March 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.06.009

zbMATH Keywords

\(U\)-statisticsgeneralized Pareto distribution

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to environmental and related topics (62P12) Characterization and structure theory of statistical distributions (62E10) Estimation in survival analysis and censored data (62N02)

Related Items

The probability weighted characteristic function and goodness-of-fit testing, Estimation of the continuous ranked probability score with limited information and applications to ensemble weather forecasts, Partially smooth tail-index estimation for small samples

Cites Work

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• A new look at probability-weighted moments estimators
• Likelihood-based inference for extreme value model
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• Asymptotic behaviour of the probability-weighted moments and penultimate approximation
• A Class of Statistics with Asymptotically Normal Distribution