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 129 articles )

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  1. Bastianin, Andrea; Manera, Matteo: A test of symmetry based on L-moments with an application to the business cycles of the G7 economies (2021)
  2. Dey, Ashim Kumar; Das, Kumer Pial: Predicting federal funds rate using extreme value theory (2020)
  3. Khan, Abdul Nasir; Gupta, Neetu; Anwar, Zaki: Moment properties of transmuted power function distribution based on order statistics (2020)
  4. Akhter, Zuber; Athar, Haseeb; Almech Ali, M.: Progressively type-II right censored order statistics from doubly truncated generalized exponential distribution (2019)
  5. Ateeq, Kahkashan; Qasim, Tahira Bano; Alvi, Ayesha Rehman: An extension of Rayleigh distribution and applications (2019)
  6. Barnard, Roger W.; Perera, Chamila; Surles, James G.; Trindade, A. Alexandre: The linearly decreasing stress Weibull (LDSWeibull): a new Weibull-like distribution (2019)
  7. Dey, Sanku; Nassar, Mazen; Kumar, Devendra: Alpha power transformed inverse Lindley distribution: a distribution with an upside-down bathtub-shaped hazard function (2019)
  8. Hu, Guannan; Bódai, Tamás; Lucarini, Valerio: Effects of stochastic parametrization on extreme value statistics (2019)
  9. Lejeune, Miguel A.; Turner, John: Planning online advertising using Gini indices (2019)
  10. Zhao, Xu; Cheng, Wei-Hu; Zhang, Yang; Wei, Shao-Jie; Yang, Zhen-Hai: Confidence intervals of the generalized Pareto distribution parameters based on upper record values (2019)
  11. Basalamah, Doaa; Ning, Wei; Gupta, Arjun: The beta skew (t) distribution and its properties (2018)
  12. Blavatskyy, Pavlo: A second-generation disappointment aversion theory of decision making under risk (2018)
  13. Das, Bikramjit; Fasen-Hartmann, Vicky: Risk contagion under regular variation and asymptotic tail independence (2018)
  14. Hussain, Tassaddaq; Bakouch, Hassan S.; Iqbal, Zafar: A new probability model for hydrologic events: properties and applications (2018)
  15. Jones, M. C.: Families of complementary distributions (2018)
  16. Krishna, H.; Goel, N.: Classical and Bayesian inference in two parameter exponential distribution with randomly censored data (2018)
  17. Nassar, Mazen; Afify, Ahmed Z.; Dey, Sanku; Kumar, Devendra: A new extension of Weibull distribution: properties and different methods of estimation (2018)
  18. Sankaran, Paduthol Godan; Dileep Kumar, M.: A new class of quantile functions useful in reliability analysis (2018)
  19. Zamo, Michaël; Naveau, Philippe: Estimation of the continuous ranked probability score with limited information and applications to ensemble weather forecasts (2018)
  20. Bader, Brian; Yan, Jun; Zhang, Xuebin: Automated selection of (r) for the (r) largest order statistics approach with adjustment for sequential testing (2017)

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