Characterizing systems of distributions by quantile measures

DOI10.1111/j.1467-9574.1996.tb01507.xzbMath0899.62011OpenAlexW1965097706MaRDI QIDQ4354863

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

zbMATH Keywords

robustnesskurtosisquantilesskewnessempirical distributionPearson systemJohnson 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)

Related Items (7)

Johnson Quantile-Parameterized Distributions ⋮ Goodness-of-fit tests based on a robust measure of skewness ⋮ A simple measure of skewness ⋮ Characterizing systems of distributions by quantile measures ⋮ Robust measures of tail weight ⋮ Probabilistic prediction of the complexity of traveling salesman problems based on approximating the complexity distribution from experimental data ⋮ An adjusted boxplot for skewed distributions

Cites Work

• Unnamed Item
• Approximation Theorems of Mathematical Statistics
• Characterizing systems of distributions by quantile measures

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