L-moments and C-moments

TJ Ulrych, DR Velis, AD Woodbury… - … Research and Risk …, 2000 - Springer
C-moments in this paper for convenience, and L-moments? This brings into focus such
issues as the inversion of L-moments … and L-moments and, finally, the computation of C-moments

[HTML][HTML] L-moments and TL-moments as an alternative tool of statistical data analysis

D Bílková - Journal of Applied Mathematics and Physics, 2014 - scirp.org
L-moments form the basis for a general theory which includes the … L-moments can be
defined for any random variable whose expected value exists. The main advantage of L-moments

Estimation for models defined by conditions on their L-moments

M Broniatowski, A Decurninge - IEEE Transactions on …, 2016 - ieeexplore.ieee.org
… based on L-moments have … of L-moments over conventional moments is that L-moments,
being linear functions of the data, suffer less from the effect of sampling variability: L-moments

Hybrid C-and L-Moment–based Hermite transformation models for non-Gaussian processes

S Gao, XY Zheng, Y Huang - Journal of Engineering Mechanics, 2018 - ascelibrary.org
… In this paper, the respective virtues of C-moments and linear moments (L-moments) are
exploited to formulate a new style of nonlinear transformation. Combinations of these two types …

Robust parameter estimations using L-moments, TL-moments and the order statistics

D Bílková - American Journal of Applied Mathematics, 2014 - indengj.org
… However, L-moments and their estimations lack some robust features that belong to the
TL… L-moments, which are called trimmed L-moments. This paper deals with the use of L-moments

L-Moments-Based FORM Method for Structural Reliability Analysis Considering Correlated Input Random Variables

ZP Li, DZ Hu, LW Zhang, Z Zhang, Y Shi - Buildings, 2023 - mdpi.com
… the first three L-moments and proposes a novel L-moments-… C-moments. This observation
accentuates the superior performance of the L-moments method compared to the C-moments

Alternative Means of Statistical Data Analysis: L-Moments and TL-Moments of Probability Distributions.

D Bílková - Statistika: Statistics & Economy Journal, 2014 - search.ebscohost.com
… Using equations (6)−(9) and (10), we obtain both the expressions for L-moments and L-moments
ratios for lognormal and generalized Pareto probability distributions, see Table 1. …

Monotonic expression of polynomial normal transformation based on the first four L-moments

YG Zhao, MN Tong, ZH Lu, J Xu - Journal of Engineering …, 2020 - ascelibrary.org
… of TPNT based on L-moments over that of C-moments. … performs better than the TPNT based
on C-moments, especially … on L-moments and C-moments are 3.24 and 3.86, respectively. …

Non-parametric frontier estimates of mutual fund performance using C-and L-moments: Some specification tests

K Kerstens, A Mounir, I Van de Woestyne - Journal of Banking & Finance, 2011 - Elsevier
… Looking at the need for higher order moments, we find that both C-VRS and NC-VRS
models need higher order moments when using C-moments but less so using L-moments, with …

[PDF][PDF] Modelling of wage and income distributions using the method of L-moments

D Bílková - Journal of Mathematics and System Science, 2012 - researchgate.net
L-moments in the case of small data sets from the meteorology is primarily known in statistical
literature. This paper deals with the use of L-moments … of the method of L-moments with an …