Characterizing Tukey \(h\) and \(hh\)-distributions through \(L\)-moments and the \(L\)-correlation

DOI10.5402/2012/980153zbMath1264.62007WikidataQ58905624 ScholiaQ58905624MaRDI QIDQ1954437

Mohan D. Pant, Todd C. Headrick

Publication date: 11 June 2013

Published in: ISRN Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5402/2012/980153

zbMATH Keywords

non-normal distributions; Tukey family

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

62G32: Statistics of extreme values; tail inference

62E10: Characterization and structure theory of statistical distributions

Related Items

A characterization of power method transformations through the method of percentiles, A logistic \(L\)-moment-based analog for the Tukey \(g-h\), \(g\), \(h\), and \(h-h\) system of distributions, A method for simulating nonnormal distributions with specified \(L\)-skew, \(L\)-kurtosis, and \(L\)-correlation, Simulating univariate and multivariate Tukey \(g\)-and-\(h\) distributions based on the method of percentiles

Uses Software

• Mathematica
• LMOMENTS
• Spotfire

Cites Work

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• Robust nonorthogonal analyses revisited: An update based on trimmed means
• On some expressions for variance, covariance, skewness and L-moments
• A contribution to multivariate L-moments: L-comoment matrices
• Statistical Simulation
• Order Statistics