Statistical Inference Based on L-Moments
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F46747885%3A24510%2F17%3A00004087" target="_blank" >RIV/46747885:24510/17:00004087 - isvavai.cz</a>
Result on the web
<a href="https://www.czso.cz/csu/czso/statistika-statistics-and-economy-journal-no-12017" target="_blank" >https://www.czso.cz/csu/czso/statistika-statistics-and-economy-journal-no-12017</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Statistical Inference Based on L-Moments
Original language description
The aim of the paper is to present the review of the theory of L-moments and to illustrate their application in parameter estimating and hypothesis testing. The problem of estimating the three-parameter generalized Pareto distribution’s (GPD) parameters that is generally used in modelling extreme events is considered. A small simulation study is performed to show the superiority of the L-moment method in some cases. Because nowadays L-moments are often employed in estimatingextreme events by regional approaches, the focus is on the key assumption of index-flood based regional frequency analysis (RFA), that is homogeneity testing. The benefits of the nonparametric L-moment homogeneity test are implemented on extreme meteorological events observed in the Czech Republic.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10103 - Statistics and probability
Result continuities
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)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Statistika: Statistics and Economy Journal
ISSN
0322-788X
e-ISSN
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Volume of the periodical
97
Issue of the periodical within the volume
1
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
15
Pages from-to
44-58
UT code for WoS article
000397575800004
EID of the result in the Scopus database
2-s2.0-85016196487