A contribution to multivariate L-moments: L-comoment matrices
By Robert Serfling, Peng Xiao. 2007
121 citations recorded by the source corpus.
Subfields: Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/99fe5479339e38894afe469cb0ebb3805e48151b
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Citations in the corpus
- Derivation of low flow distribution functions using copulas (2014, background): “It is worth noting that a further robust alternative of estimating the copula parameter is using L-moments (Seráing and Xiao, 2007).”
- Multivariate L‐moment homogeneity test (2007, background): “[16] As indicated by Serfling and Xiao [2007], the Lcomoments are similar in structure and behavior to the univariate L-moments and capture their attractive properties. [17] The multivariate L-moments defined previously are based on a theoretical population distribution; however their finite sample ”
- Regional frequency analysis of extreme precipitation with consideration of uncertainties to update IDF curves for the city of Trondheim (2013, unknown): “The L-moments of a probability distribution are defined by (Hosking, 1990; Hosking 267 and Wallis, 1997; Serfling and Xiao 2006, 2007) 268 1 ( ) : : 1 k n k r n r n r w E Xn (1) 269 1 1 min 1, 1 ( ) : 0 1 1 1 1 1 k j r k k r n j k j k j n r j j j w”