On the characterization of distributions by their L-moments

Journal of Statistical Planning and Inference

Volumn 136, Issue 1, 2006, Pages 193-198

  Hosking, J R M ^a  

^a IBM T J WATSON RESEARCH CENTER   (United States)

Author keywords

Legendre polynomials; Order statistics; Quantile function

Indexed keywords

EID: 26944478564     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2004.06.004     Document Type: Article

References (17)

1. L.K. Chan On a characterization of distributions by expected values of extreme order statistics Amer. Math. Monthly 74 1967 950-951
2. E.A.H. Elamir A.H. Seheult Trimmed L-moments Comput. Statist. Data Anal. 43 2003 299-314
3. J.R.M. Hosking L-moments: Analysis and estimation of distributions using linear combinations of order statistics J. Roy. Statist. Soc. B 52 1990 105-124
4. J.R.M. Hosking L-moments In: S. Kotz C. Read D.L. Banks (Eds.) Encyclopedia of Statistical Sciences, vol. 2 1998 Wiley New York 357-362
5. J.S. Huang Characterization of distributions by the expected values of the order statistics Ann. Internat. Statist. Math. 27 1975 83-93
6. J.S. Huang Moment problem of order statistics: A review Internat. Statist. Rev. 57 1989 59-66
7. M.C. Jones The complementary beta distribution J. Statist. Plann. Inference 104 2002 329-337
8. M.C. Jones N. Balakrishnan How are moments and moments of spacings related to distribution functions? J Statist. Plann. Inference 103 2002 377-390
9. J. Karvanen J. Eriksson V. Koivunen Adaptive score functions for maximum likelihood ICA J. VLSI Signal Process. 32 2002 83-92
10. T.R. Kjeldsen J.C. Smithers R.E. Schulze Regional flood frequency analysis in the KwaZulu-Natal province, South Africa, using the index-flood method J. Hydrol. 255 2002 194-211
11. A.G. Konheim A note on order statistics Amer. Math. Mon 78 1971 524
12. C.N. Kroll R.M. Vogel Probability distribution of low streamflow series in the United States J. Hydrol. Eng. 7 2002 137-146
13. Y.H. Lim L.M. Lye Regional flood estimation for ungauged basins in Sarawak, Malaysia Hydrol. Sci. J. 48 2003 79-94
14. G. Sansone Orthogonal Functions 1991 Dover New York
15. G.P. Sillitto Derivation of approximants to the inverse distribution function of a continuous univariate population from the order statistics of a sample Biometrika 56 1969 641-650
16. G. Szegö Orthogonal Polynomials Second ed 1959 American Mathematical Society New York
17. M.D. Zaidman V. Keller A.R. Young D. Cadman Flow-duration-frequency behaviour of British rivers based on annual minima data J. Hydrol. 277 2003 195-213