scientific article; zbMATH DE number 7712506

DOI10.57805/REVSTAT.V20I5.386MaRDI QIDQ6174110zbMATH OpenFDO

Authors

Publication date 13 July 2023

Full work available at URL https://doi.org/10.57805/REVSTAT.V20I5.386

zbMATH Keywords

kurtosisL-momentsrobust characteristicsskewnessTL-moments

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Monte Carlo methods (65C05)

Recommendations

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• TL-moments and L-moments estimation for the Weibull distribution
• Generalized least-squares estimators for the thickness of heavy tails
• TL-moments and L-moments estimation for the generalized Pareto distribution

Cites work

• scientific article; zbMATH DE number 4153678 (Why is no real title available?)
• scientific article; zbMATH DE number 3549968 (Why is no real title available?)
• On power transformations to symmetry
• Simple tests for peakedness, fat tails and leptokurtosis based on quantiles
• Some theory and practical uses of trimmed \(L\)-moments
• Trimmed L-moments

Cited in

(4)

• Alternative way to characterize a \(q\)-Gaussian distribution by a robust heavy tail measurement
• Characterizing Tukey h and hh-distributions through L-moments and the L-correlation
• Comparison of the robust parameters estimation methods for the two-parameters Lomax distribution
• Bias-reduced estimates for skewness, kurtosis, L-skewness and L-kurtosis

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