Nonparametric Confidence Regions for L-Moments

DOI10.1007/978-3-319-25433-3_3MaRDI QIDQ2806325zbMATH OpenOpenAlexFDO

Authors Jonathan R. M. Hosking

Publication date 17 May 2016

Published in Ordered Data Analysis, Modeling and Health Research Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-25433-3_3

zbMATH Keywords

bootstrapkurtosisskewnessorder statisticsmaximum entropy

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15) Statistics of extreme values; tail inference (62G32)

Recommendations

• scientific article; zbMATH DE number 646821
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Cites work

• scientific article; zbMATH DE number 4153678 (Why is no real title available?)
• scientific article; zbMATH DE number 1086063 (Why is no real title available?)
• A contribution to multivariate L-moments: L-comoment matrices
• Asymptotic iterated bootstrap confidence intervals
• Better Bootstrap Confidence Intervals
• Bias-reduced estimates for skewness, kurtosis, L-skewness and L-kurtosis
• Bootstrap methods: another look at the jackknife
• Distributions with maximum entropy subject to constraints on their L-moments or expected order statistics
• Empirical likelihood methods for the Gini index
• Exact variance structure of sample L-moments
• Moments of order statistics and L-moments for the symmetric triangular distribution
• Order Statistics
• Quantile-based reliability analysis
• The bootstrap: To smooth or not to smooth?

Cited in

(6)

• When Heavy Tails Disrupt Statistical Inference
• Confidence intervals based on L-moments for quantiles of the GP and GEV distributions with application to market-opening asset prices data
• Confidence regions for the set of global maximizers of nonparametrically estimated curves.
• Joint confidence region estimation of L-moment ratios with an extension to right censored data
• MCMC4Extremes: an R package for Bayesian inference for extremes and its extensions
• scientific article; zbMATH DE number 2169336 (Why is no real title available?)

Describes a project that uses

Uses Software

• lmomco
• LMOMENTS

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