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To overcome drawbacks of central moments and comoment matrices usually used to characterize univariate and multivariate distributions, respectively, their generalization, termed L-moments, has been proposed. L-moments of all orders are defined for any random variable or vector with finite mean. L-moments have been widely employed in the past 20 years in statistical inference. The aim of the paper is to present the review of the theory of L-moments and to illustrate their application indoaj:b042a3028b8f49eda1bde4c315da0f07 fatcat:i2o7acbj2rdl7azui5x2uyvvg4