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