Characterizing systems of distributions by quantile measures

DOI10.1111/J.1467-9574.1996.TB01507.XMaRDI QIDQ4354863zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 4007433 (Why is no real title available?)
• Approximation Theorems of Mathematical Statistics
• Characterizing systems of distributions by quantile measures

Cited in

(11)

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

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