On the characterization of distributions by their \(L\)-moments

DOI10.1016/J.JSPI.2004.06.004zbMath1079.62017OpenAlexW1978190504WikidataQ56050267 ScholiaQ56050267MaRDI QIDQ2581808

Jonathan R. M. Hosking

Publication date: 10 January 2006

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.2004.06.004

zbMATH Keywords

Order statisticsLegendre polynomialsQuantile function

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Characterization and structure theory of statistical distributions (62E10)

Related Items (13)

Parameter estimation for the 4-parameter asymmetric exponential power distribution by the method of L-moments using R ⋮ Comparison of estimation methods for the Weibull distribution ⋮ Skewness-kurtosis bounds for the skewed generalized \(T\) and related distributions ⋮ On the use of \(L\)-functionals in regression models ⋮ Application of Bayesian approach to hydrological frequency analysis ⋮ L-moment estimation for parametric survival models given censored data ⋮ Characterizing the generalized lambda distribution by L-moments ⋮ Bias-reduced estimates for skewness, kurtosis, \(L\)-skewness and \(L\)-kurtosis ⋮ Direct L-moments for Type-I censored data with application to the Kumaraswamy distribution ⋮ On adjusted method of moments estimators on uniform distribution samples ⋮ Moments ofL-Statistics: A Divided Differences Approach ⋮ A small sample comparison of maximum likelihood, moments and \(L\)-moments methods for the asymmetric exponential power distribution ⋮ Copula representation of bivariateL-moments: a new estimation method for multiparameter two-dimensional copula models

Cites Work

• Unnamed Item
• Trimmed L-moments
• Characterization of distributions by the expected values of the order statistics
• How are moments and moments of spacings related to distribution functions?
• The complementary beta distribution
• Adaptive score functions for maximum likelihood ICA
• Some theory and practical uses of trimmed \(L\)-moments
• Moment Problem of Order Statistics: A Review
• On a Characterization of Distributions by Expected Values of Extreme Order Statistics
• Derivation of approximants to the inverse distribution function of a continuous univariate population from the order statistics of a sample
• A Note on Order Statistics

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