Characterizing systems of distributions by quantile measures

DOI10.1111/J.1467-9574.1996.TB01507.XzbMATH Open0899.62011OpenAlexW1965097706MaRDI QIDQ4354863FDOQ4354863

Authors: J. J. A. Moors, R. Th. A. Wagemakers, V. M. J. Coenen, M. J. B. T. Janssens, R. M. J. Heuts 

Publication date: 25 November 1997

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1996.tb01507.x

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zbMATH Keywords

kurtosisquantilesrobustnessskewnessempirical distributionJohnson systemPearson systemtest for normalitysystems of distributionslimiting joint distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Approximation Theorems of Mathematical Statistics
• Title not available (Why is that?)
• Characterizing systems of distributions by quantile measures

Cited In (11)

• Johnson quantile-parameterized distributions
• Goodness-of-fit tests based on a robust measure of skewness
• Robust measures of tail weight
• Bivariate Functional Quantile Envelopes With Application to Radiosonde Wind Data
• The generalized Johnson quantile-parameterized distribution system
• Characterizing systems of distributions by quantile measures
• A general model of random variation
• Probabilistic prediction of the complexity of traveling salesman problems based on approximating the complexity distribution from experimental data
• A simple measure of skewness
• Tests of symmetry based on the bootstrap estimation of the asymptotic variance of a skewness coefficient
• An adjusted boxplot for skewed distributions

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