Exact variance structure of sample L-moments

By E. Elamir, A. Seheult. 2004

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Homogeneity testing : How homogeneous do heterogeneous cross-correlated regions seem? (2008, methodology): “Sampling properties of L-moments are analysed by Sankarasubramanian and Srinivasan (1999), whereas Elamir and Seheult (2004) present the exact variance structure of sample PWMs and L-moments, but the sampling properties of regional PWMs and L-moments for cross-correlated sequences has not been addre”
A contribution to multivariate L-moments: L-comoment matrices (2007, methodology): “Exact formulae for the variances and covariances of sample L-moments and TLmoments are developed by Elamir and Seheult [12], [13] following Downton [11].”