Trimmed L-moments
(2003)
Journal Article
Elamir, E. A., & Seheult, A. H. (2003). Trimmed L-moments. Computational Statistics & Data Analysis, 43(3), 299-314. https://doi.org/10.1016/s0167-9473%2802%2900250-5
Classical estimation methods (least squares, the method of moments and maximum likelihood) work well in regular cases such as the exponential family, but outliers can have undue influence on these methods. We define population trimmed L-moments (TL-m... Read More about Trimmed L-moments.