Exact variance structure of sample L-moments
(2004)
Journal Article
Elamir, E. A., & Seheult, A. H. (2004). Exact variance structure of sample L-moments. Journal of Statistical Planning and Inference, 124(2), 337-359. https://doi.org/10.1016/s0378-3758%2803%2900213-1
Population L-moments have been proposed as alternatives to central moments for describing distribution location, dispersion and shape, and their sample estimates are unbiased. However, only asymptotic variances and covariances of their estimates have... Read More about Exact variance structure of sample L-moments.