L-Moments
Analysis and Estimation of Distributions Using Linear Combinations of Order Statistics
Bibliographic Data
| ID | 23324830 |
|---|---|
| Authors | J R M HOSKING (IBM Research Division , Yorktown Heights , USA, corresponding author) |
| Year | 1990 |
| Volume | 52 |
| Issue | 1 |
| Pages | 105-124 |
| Publication date | 1990-09-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Journal of the Royal Statistical Society Series B: Statistical Methodology (JOURNAL) |
| Journal identifiers | ISSN: 1369-7412 • E-ISSN: 1467-9868 |
| Publisher | Oxford University Press (OUP) (PUBLISHER) |
| DOI | 10.1111/j.2517-6161.1990.tb01775.x |
| OpenAlex | W1481794564 |
| Language | EN |
| Citations received | 65 |
| References cited | 34 |
L-moments are expectations of certain linear combinations of order statistics. They can be defined for any random variable whose mean exists and form the basis of a general theory which covers the summarization and description of theoretical probability distributions, the summarization and description of observed data samples, estimation of parameters and quantiles of probability distributions, and hypothesis tests for probability distributions. The theory involves such established procedures as the use of order statistics and Gini's mean difference statistic, and gives rise to some promising innovations such as the measures of skewness and kurtosis described in Section 2, and new methods of parameter estimation for several distributions. The theory of L-moments parallels the theory of (conventional) moments, as this list of applications might suggest. The main advantage of L-moments over conventional moments is that L-moments, being linear functions of the data, suffer less from the effects of sampling variability: L-moments are more robust than conventional moments to outliers in the data and enable more secure inferences to be made from small samples about an underlying probability distribution. L-moments sometimes yield more efficient parameter estimates than the maximum likelihood estimates.
Automatic summarization · Bayesian probability · Central moment · Empirical probability · Estimator · Kurtosis · L-moment · Location parameter · Method of moments (probability theory) · Moment (physics) · Moment-generating function · Order statistic · Outlier · Posterior probability · Probability distribution · Quantile · Skewness · Statistic · Statistics · Computer Science · Financial Risk and Volatility Modeling · Mathematics · Statistical Distribution Estimation and Applications · Statistical Methods and Applications
Milagros, espacios y afectos en la «Historia de la Monja Alférez»
Regionalizacion de caudales mensuales en la región hidrográfica del Titicaca Puno Perú
Why are policy agendas punctuated? Friction and cascading in parliament and mass media in Belgium
On the evidence of contextually large fires in Europe based on return period functions
Policy Diffusion Dynamics in America
Standardized precipitation evapotranspiration index (SPEI) revisited
Global projections of river flood risk in a warmer world
A Multiscalar Drought Index Sensitive to Global Warming
A European daily high‐resolution gridded data set of surface temperature and precipitation for 1950–2006
Projected increases in the annual flood pulse of the Western Amazon
Earlier carbon neutrality more effectively limits heat exposure of urban populations in developing continents
PHEV! The PHysically-based Extreme Value distribution of river flows
Drought intensification in Brazilian catchments
Mitigating the effects of extreme weather on crop yields
Projected increases in summer and winter UK sub-daily precipitation extremes from high-resolution regional climate models
Mixed POT-BM Approach for Modeling Unhealthy Air Pollution Events
Effects of Data Aggregation on Time Series Analysis of Seasonal Infections
Developing a Hierarchical Model for the Spatial Analysis of PM10 Pollution Extremes in the Mexico City Metropolitan Area
Critical Periods, Critical Time Points and Day-of-the-Week Effects in Covid-19 Surveillance Data
Operational impact-based flood early warning in Lao PDR and Cambodia
A stochastic rain-on-grid framework for handling spatio-temporal rainfall uncertainty in impact-based flood nowcasting
Impact of Annual Maximum Wind Speed in Mixed Wind Climates on Wind Hazard for Mainland China
Institutional inertia, local leadership turnover, and changes in the structure of fiscal expenditure
Agenda instability in Pennsylvania politics
Punctuated Equilibrium in Latin American Democracies
Late glacial and Holocene environmental changes inferred from sediments in Lake Myklevatnet, Nordfjord, western Norway
Urbanization under extreme climate events leads to synchronized decreases in flood protection and increases in vulnerability
Robust Estimation of Inequality from Binned Incomes
Stability and change in US city policymaking
Evaluating governmental policies for the sustainable development goals using hierarchical clustering
Evolution of Public Supply Water Withdrawal in the USA
Two-Way Models for Gravity
Simulating Univariate and Multivariate Nonnormal Distributions through the Method of Percentiles
Regional Flood Frequency Analysis in Southern Ontario Using L‐moments
Wars, presidents, and punctuated equilibriums in US defense spending
Improvement to flooding risk assessment of storm surges by residual interpolation in the coastal areas of Guangdong Province, China
Influence of Length of Practice on Wages of Employees in the Czech Republic in the Period from the Beginning of the Economic Recession in 2009
The Gender Wage Gap Development in the Czech Republic over the Last Twenty Years
Using Punctuated Equilibrium to Understand Patterns of Institutional Budget Change in Higher Education
Characterisation of global precipitation frequency through the L‐moments approach
Point Predictions and the Punctuated Equilibrium Theory
Do European Parliament elections foster challenger parties' success on the national level
The shape of the budget. European countries’ public expenditure through crises
Information provision as agenda setting
Stochastic Process Methods with an Application to Budgetary Data
Why We Should Use the Gini Coefficient to Assess Punctuated Equilibrium Theory
How Much Should We Trust Estimates from Multiplicative Interaction Models? Simple Tools to Improve Empirical Practice
The Tortoise or the Hare? Incrementalism, Punctuations, and Their Consequences
Punctuated Equilibrium and the Information Disadvantage of Authoritarianism
Punctuated Equilibrium and the Supreme Court
Measuring the stasis
Windows of Opportunity,” Revenue Volatility, and Policy Punctuations
A novel research method to detect punctuation and its application to bureaucratic decision‐making
Punctuated Equilibria and Budgets in the American States
Policy Punctuations in Mature Welfare States
A Comparative Distributional Method for Public Administration Illustrated Using Public Budget Data
Stability and Punctuations in Public Spending
MPs' Issue Attention in Parliament
The more things change, the more things stay the same
The other side of chaos Covid-19, federal spending, and local government volatility
Under pressure
Friction and Party Manifesto Change in 25 Countries, 1945–98
Size Matters
Punctuated Budgets and Governors’ Institutional Powers
Budget Structure Discontinuity
| Unique citing works | 65 |
|---|---|
| Citations per year | 2,24 |
| Citation span | 1997 - 2026 (30) |
| Citation velocity | current |
| Highly cited | No |
| Citation types | Neutral: 61 |