Bias-reduced estimates for skewness, kurtosis, L-skewness and L-kurtosis

DOI10.1016/J.JSPI.2011.06.024MaRDI QIDQ719482zbMATH OpenOpenAlexFDO

Authors Christopher S. Withers, Saralees Nadarajah

Publication date 10 October 2011

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2011.06.024

zbMATH Keywords

maximumnonparametrics\(L\)-moments

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• scientific article; zbMATH DE number 7712506
• scientific article; zbMATH DE number 4153678
• On Blest's measure of kurtosis adjusted for skewness
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• Bias reduction for jackknife skewness

Cites work

• scientific article; zbMATH DE number 4153678 (Why is no real title available?)
• scientific article; zbMATH DE number 1194779 (Why is no real title available?)
• A contribution to multivariate L-moments: L-comoment matrices
• A small sample comparison of maximum likelihood, moments and \(L\)-moments methods for the asymmetric exponential power distribution
• Analytic bias reduction for \(k\)-sample functionals
• Distributions with maximum entropy subject to constraints on their \(L\)-moments or expected order statistics
• Estimation of the generalized logistic distribution parameters: comparative study
• Nonparametric estimates of low bias
• On some expressions for variance, covariance, skewness and L-moments
• On the characterization of distributions by their \(L\)-moments
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Some theory and practical uses of trimmed \(L\)-moments
• The bootstrap and Edgeworth expansion
• \(L\)-moments and \(C\)-moments

Cited in

(5)

• A uniqueness result for \(L\)-estimators, with applications to \(L\)-moments
• Nonparametric Confidence Regions for L-Moments
• A note on bias reduction
• Bias-corrected estimators of scalar skew normal
• Inference for quantile measures of kurtosis, peakedness, and tail weight

Describes a project that uses

Uses Software

• LMOMENTS
• LOWESS

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