Generalizations and Applications of L-moments

K.M. Elsayed
2016 International Journal of Business and Statistical Analysi  
This is a review for the book "Generalizations and applications of L-moments". The L-moments are linear functions of order statistics. In this book a generalization of L-moment is presented by giving zero weights to extreme observations, this method called trimmed L-moments (TL-moments). TL-moments have certain advantages over L-moments and method of moments. They exist whether or not the mean exists (for example the Cauchy distribution) and they are more robust to the presence of outliers.
doi:10.12785/ijbsa/030104 fatcat:35t6vnvlqzbwzk3crh4kwy766u