On the characterization of distributions by their L-moments

DOI10.1016/J.JSPI.2004.06.004MaRDI QIDQ2581808zbMATH OpenOpenAlexWikidataFDO

Authors 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

Legendre polynomialsOrder statisticsQuantile function

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4153678 (Why is no real title available?)
• A Note on Order Statistics
• Adaptive score functions for maximum likelihood ICA
• Characterization of distributions by the expected values of the order statistics
• Derivation of approximants to the inverse distribution function of a continuous univariate population from the order statistics of a sample
• How are moments and moments of spacings related to distribution functions?
• Moment Problem of Order Statistics: A Review
• On a Characterization of Distributions by Expected Values of Extreme Order Statistics
• Some theory and practical uses of trimmed \(L\)-moments
• The complementary beta distribution
• Trimmed L-moments

Cited in

(22)

• A uniqueness result for \(L\)-estimators, with applications to \(L\)-moments
• A small sample comparison of maximum likelihood, moments and \(L\)-moments methods for the asymmetric exponential power distribution
• Application of Bayesian approach to hydrological frequency analysis
• Direct \(L\)-moments for type-I censored data with application to the Kumaraswamy distribution
• L-moment estimation for parametric survival models given censored data
• Parameter estimation for the 4-parameter asymmetric exponential power distribution by the method of L-moments using R
• Multivariate L-moments based on transports
• Copula representation of bivariate \(L\)-moments: a new estimation method for multiparameter two-dimensional copula models
• Bias-reduced estimates for skewness, kurtosis, L-skewness and L-kurtosis
• Skewness-kurtosis bounds for the skewed generalized \(T\) and related distributions
• A characterization of probability measures by f-moments
• scientific article; zbMATH DE number 3499879 (Why is no real title available?)
• Characterizing the generalized lambda distribution by L-moments
• A moment problem and its application to characterization of distribution
• On adjusted method of moments estimators on uniform distribution samples
• scientific article; zbMATH DE number 4153678 (Why is no real title available?)
• Characterizing Tukey \(h\) and \(hh\)-distributions through \(L\)-moments and the \(L\)-correlation
• On the use of \(L\)-functionals in regression models
• Characterization of continuous distributions in terms of moments of extremal statistics
• scientific article; zbMATH DE number 7107674 (Why is no real title available?)
• Comparison of estimation methods for the Weibull distribution
• Moments ofL-Statistics: A Divided Differences Approach

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