Trimmed L-moments (1,0) for the generalized Pareto distribution
نویسندگان
چکیده
منابع مشابه
Trimmed L-moments
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 in1uence on these methods. We de3ne population trimmed L-moments (TL-moments) and corresponding sample TL-moments as robust generalisations of population and sample L-moments. TL-moments assign zero weight to extreme ob...
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The 4-parameter generalized lambda distribution (GLD) is a flexible distribution capable of mimicking the shapes of many distributions and data samples including those with heavy tails. The method of L-moments and the recently developed method of trimmed L-moments (TL-moments) are attractive techniques for parameter estimation for heavy-tailed distributions for which the Land TL-moments have be...
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ژورنال
عنوان ژورنال: Hydrological Sciences Journal
سال: 2011
ISSN: 0262-6667,2150-3435
DOI: 10.1080/02626667.2011.595719