L-moments under nuisance regression

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F46747885%3A24510%2F16%3A00004064" target="_blank" >RIV/46747885:24510/16:00004064 - isvavai.cz</a>
Result on the web
<a href="http://aip.scitation.org/doi/pdf/10.1063/1.4951813" target="_blank" >http://aip.scitation.org/doi/pdf/10.1063/1.4951813</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1063/1.4951813" target="_blank" >10.1063/1.4951813</a>

Result language
angličtina
Original language name
L-moments under nuisance regression
Original language description
The L- moments are analogues of the conventional moments and have similar interpretations. They are calculatedusing 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.
Czech name
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Czech description
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Project
<a href="/en/project/GA15-00243S" target="_blank" >GA15-00243S: Robust inference on random processes and functional data, with applications mainly in econometrics and finances</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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