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Trimmed L-moments

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  • Elamir, Elsayed A. H.
  • Seheult, Allan H.

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  • Elamir, Elsayed A. H. & Seheult, Allan H., 2003. "Trimmed L-moments," Computational Statistics & Data Analysis, Elsevier, vol. 43(3), pages 299-314, July.
    • Handle: RePEc:eee:csdana:v:43:y:2003:i:3:p:299-314
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    References listed on IDEAS

    as
    1. A. D. Hutson & M. D. Ernst, 2000. "The exact bootstrap mean and variance of an L‐estimator," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(1), pages 89-94.
    2. Elsayed Elamir & Allan Seheult, 2001. "Control charts based on linear combinations of order statistics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(3-4), pages 457-468.
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    Citations

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    Cited by:

    1. Gourieroux, C. & Jasiak, J., 2008. "Dynamic quantile models," Journal of Econometrics, Elsevier, vol. 147(1), pages 198-205, November.
    2. Asquith, William H., 2014. "Parameter estimation for the 4-parameter Asymmetric Exponential Power distribution by the method of L-moments using R," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 955-970.
    3. Darolles, Serge & Gourieroux, Christian & Jasiak, Joann, 2009. "L-performance with an application to hedge funds," Journal of Empirical Finance, Elsevier, vol. 16(4), pages 671-685, September.
    4. Karvanen, Juha & Nuutinen, Arto, 2008. "Characterizing the generalized lambda distribution by L-moments," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 1971-1983, January.
    5. Asquith, William H., 2007. "L-moments and TL-moments of the generalized lambda distribution," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4484-4496, May.
    6. Serfling, Robert & Xiao, Peng, 2007. "A contribution to multivariate L-moments: L-comoment matrices," Journal of Multivariate Analysis, Elsevier, vol. 98(9), pages 1765-1781, October.
    7. Delicado, P. & Goria, M.N., 2008. "A small sample comparison of maximum likelihood, moments and L-moments methods for the asymmetric exponential power distribution," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1661-1673, January.
    8. Gareth W. Peters & Wilson Ye Chen & Richard H. Gerlach, 2016. "Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments," Risks, MDPI, vol. 4(2), pages 1-41, May.
    9. Karvanen, Juha, 2006. "Estimation of quantile mixtures via L-moments and trimmed L-moments," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 947-959, November.

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