Name
Abstract | ||
|---|---|---|
Univariate L-moments are expressed as projections of the quantile function onto an orthogonal basis of univariate polynomials. We present multivariate versions of L-moments expressed as collections of orthogonal projections of a multivariate quantile function on a basis of multivariate polynomials. We propose to consider quantile functions defined as transports from the uniform distribution on [0; 1](d) onto the distribution of interest and present some properties of the subsequent L-moments. The properties of estimated L-moments are illustrated for heavy-tailed distributions. |
Year | DOI | Venue |
|---|---|---|
2015 | 10.1007/978-3-319-25040-3_13 | GEOMETRIC SCIENCE OF INFORMATION, GSI 2015 |
DocType | Volume | ISSN |
Conference | 9389 | 0302-9743 |
Citations | PageRank | References |
0 | 0.34 | 2 |
Authors | ||
1 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Alexis Decurninge | 1 | 31 | 7.78 |