The L-moments are analogues of the conventional moments and have similar interpretations. They are calculated using linear combinations of the expectation of ordered data. In practice, L-moments must usually be estimated from a random sample drawn from an unknown distribution as a linear combination of ordered statistics. Jureckova and Picek (2014) showed that averaged regression quantile is asymptotically equivalent to the location quantile. We therefore propose a generalization of L-moments in the model with nuisance regression using the averaged regression quantiles.
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Research Article| June 08 2016
L-moments under nuisance regression
AIP Conf. Proc. 1738, 040005 (2016)
Jan Picek, Martin Schindler; L-moments under nuisance regression. AIP Conf. Proc. 8 June 2016; 1738 (1): 040005. https://doi.org/10.1063/1.4951813
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