LMOMENTS

LMOMENTS: Fortran routines for use with the method of L-moments. Hosking (J. R. Statist. Soc. B, 1990) and Hosking and Wallis (Regional frequency analysis: an approach based on L-moments, Cambridge University Press, 1997) have described L-moments and L-moment ratios, quantities useful in the summarization and estimation of probability distributions. This report contains details of Fortran routines that should facilitate the use of L-moment-based methods


References in zbMATH (referenced in 92 articles )

Showing results 1 to 20 of 92.
Sorted by year (citations)

1 2 3 4 5 next

  1. Blavatskyy, Pavlo: A second-generation disappointment aversion theory of decision making under risk (2018)
  2. Das, Bikramjit; Fasen-Hartmann, Vicky: Risk contagion under regular variation and asymptotic tail independence (2018)
  3. Hussain, Tassaddaq; Bakouch, Hassan S.; Iqbal, Zafar: A new probability model for hydrologic events: properties and applications (2018)
  4. Jones, M. C.: Families of complementary distributions (2018)
  5. Krishna, H.; Goel, N.: Classical and Bayesian inference in two parameter exponential distribution with randomly censored data (2018)
  6. Nassar, Mazen; Afify, Ahmed Z.; Dey, Sanku; Kumar, Devendra: A new extension of Weibull distribution: properties and different methods of estimation (2018)
  7. Gálfi, Vera Melinda; Bódai, Tamás; Lucarini, Valerio: Convergence of extreme value statistics in a two-layer quasi-geostrophic atmospheric model (2017)
  8. Vexler, Albert; Zou, Li; Hutson, Alan D.: An extension to empirical likelihood for evaluating probability weighted moments (2017)
  9. Blavatskyy, Pavlo: Probability weighting and L-moments (2016)
  10. Louzada, Francisco; Ramos, Pedro L.; Perdoná, Gleici S. C.: Different estimation procedures for the parameters of the extended exponential geometric distribution for medical data (2016)
  11. Sterk, A. E.: Extreme amplitudes of a periodically forced Duffing oscillator (2016)
  12. Su, Steve: Flexible modelling of survival curves for censored data (2016)
  13. Balakrishnan, N.; So, H. Y.: A generalization of quantile-based skew logistic distribution of van Staden and King (2015)
  14. Carcea, Marcel; Serfling, Robert: A Gini autocovariance function for time series modelling (2015)
  15. Hosking, J. R. M.: Nonparametric confidence regions for $L$-moments (2015)
  16. Pal, Manisha; Tiensuwan, Montip: Exponentiated transmuted modified Weibull distribution (2015)
  17. Pushkarna, Narinder; Saran, Jagdish; Tiwari, Rashmi: L-moments and TL-moments estimation and relationships for moments of progressive type-II right censored order statistics from Fréchet distribution (2015)
  18. Sankaran, P. G.; Thomas, Bijamma; Midhu, N. N.: On bilinear hazard quantile functions (2015)
  19. van Staden, Paul J.; King, Robert A. R.: The quantile-based skew logistic distribution (2015)
  20. Zakaria, Zahrahtul Amani; Shabri, Ani; Mamat, Mustafa: Parameter estimation based on partial L-moments method for censored samples (2015)

1 2 3 4 5 next