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

• 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?
• scientific article; zbMATH DE number 4153678 (Why is no real title available?)
• 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

(24)

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

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