On a Characterization of Distributions by Expected Values of Extreme Order Statistics
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(9)- A small sample comparison of maximum likelihood, moments and \(L\)-moments methods for the asymmetric exponential power distribution
- A note on Bernstein and Müntz-Szasz theorems with applications to the order statistics
- Characterization of distributions by the expected values of the order statistics
- On characterizations of distributions by expected values of order statistics and record values with gap
- A contribution to multivariate L-moments: L-comoment matrices
- On the characterization of distributions by their \(L\)-moments
- An alternative proof of order statistics moment problem
- On the Muth distribution
- Confidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices data
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