Nonparametric Confidence Regions for L-Moments

DOI10.1007/978-3-319-25433-3_3zbMATH Open1337.62098OpenAlexW2344450393MaRDI QIDQ2806325FDOQ2806325

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)

Cites Work

• Title not available (Why is that?)
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• Bootstrap methods: another look at the jackknife
• Better Bootstrap Confidence Intervals
• The bootstrap: To smooth or not to smooth?
• Quantile-based reliability analysis
• Order Statistics
• Empirical likelihood methods for the Gini index
• A contribution to multivariate L-moments: L-comoment matrices
• Exact variance structure of sample L-moments
• Distributions with maximum entropy subject to constraints on their \(L\)-moments or expected order statistics
• Bias-reduced estimates for skewness, kurtosis, \(L\)-skewness and \(L\)-kurtosis
• Asymptotic iterated bootstrap confidence intervals
• Moments of order statistics and \(L\)-moments for the symmetric triangular distribution

Cited In (3)

• Confidence regions for the set of global maximizers of nonparametrically estimated curves.
• MCMC4Extremes: an R package for Bayesian inference for extremes and its extensions
• Title not available (Why is that?)

Uses Software

• LMOMENTS
• lmomco

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