Trimmed L-moments
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Publication:951927
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Cites work
- Control charts based on linear combinations of order statistics
- Derivation of approximants to the inverse distribution function of a continuous univariate population from the order statistics of a sample
- Exact variance structure of sample L-moments
- scientific article; zbMATH DE number 4153678 (Why is no real title available?)
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 4007433 (Why is no real title available?)
- scientific article; zbMATH DE number 3684698 (Why is no real title available?)
- scientific article; zbMATH DE number 621792 (Why is no real title available?)
- scientific article; zbMATH DE number 194744 (Why is no real title available?)
- Linear estimates with polynomial coefficients
- LQ-moments: Analogs of L-moments
- Robust Estimates of Location: Symmetry and Asymmetric Contamination
- Small Sample Behavior of Some Robust Linear Estimators of Location
- The Exact Bootstrap Mean and Variance of an L-estimator
Cited in
(42)- Estimation of quantile mixtures via L-moments and trimmed L-moments
- L-moments and TL-moments of the generalized lambda distribution
- A small sample comparison of maximum likelihood, moments and \(L\)-moments methods for the asymmetric exponential power distribution
- Parameter estimation for the 4-parameter asymmetric exponential power distribution by the method of L-moments using R
- A uniqueness result for \(L\)-estimators, with applications to \(L\)-moments
- Exact variance structure of sample L-moments
- The Marshall-Olkin extended Gumbel-Weibull distribution: properties and applications
- A financial fraud detection indicator for investors: an \textit{IDeA}
- A contribution to multivariate L-moments: L-comoment matrices
- Generalized method of trimmed moments
- On the characterization of distributions by their \(L\)-moments
- Some theory and practical uses of trimmed \(L\)-moments
- The unit generalized log Burr XII distribution: properties and application
- Dynamic quantile models
- scientific article; zbMATH DE number 5912487 (Why is no real title available?)
- scientific article; zbMATH DE number 4153678 (Why is no real title available?)
- L-moments and TL-moments estimation for the exponential distribution
- TL-moments and L-moments estimation for the Weibull distribution
- An empirical power comparison of univariate goodness-of-fit tests for normality
- Moments ofL-Statistics: A Divided Differences Approach
- A comparison of L-, LQ-, TL-moment and maximum likelihood high quantile estimates of the GPD and GEV distribution
- Theoretical L-moments and TL-moments using combinatorial identities and finite operators
- An efficient estimator of the parameters of the generalized lambda distribution
- A study on comparisons of Bayesian and classical parameter estimation methods for the two-parameter Weibull distribution
- Comparison of estimation methods for the finite population mean in simple random sampling: symmetric super-populations
- Comparison of the robust parameters estimation methods for the two-parameters Lomax distribution
- Comparison of estimation methods for the Weibull distribution
- L-moment estimation for parametric survival models given censored data
- Comparison of different estimation methods for extreme value distribution
- On the use of \(L\)-functionals in regression models
- Estimating L-functionals for heavy-tailed distributions and application
- Variable screening based on Gaussian centered L-moments
- scientific article; zbMATH DE number 7712506 (Why is no real title available?)
- New efficient estimators for the Weibull distribution
- A new approach to estimate parameters of the two-parameter Weibull distribution
- Tales of the Wakeby tail and alternatives when modelling extreme floods
- A note on statistical tests for homogeneities in multivariate extreme value models for block maxima
- On absolute moment-based upper bounds for \(\mathrm{L}\)-moments
- Building nonstationary extreme value model using L-moments
- \textit{Quantile least squares:} a flexible approach for robust estimation and validation of location-scale families
- Parameter estimation of beta-exponential distribution using linear combination of order statistics
- Characterizing the generalized lambda distribution by L-moments
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