Comparison of Estimates Using L and TL Moments and Other Robust Characteristics of Distributional Shape and Tail Heaviness

Correct identification of a probability distribution is crucial in many areas of parametric statistics, inappropriate choice of the model can result in misleading or even incorrect decisions. In the text, we study the performance of robust characteristics of skewness and kurtosis of probability dis...

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Bibliographic Details
Main Authors: Ivana Malá, Václav Sládek, Filip Habarta
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2023-02-01
Series:Revstat Statistical Journal
Subjects:
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/386