کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1151755 1489815 2015 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A uniqueness result for LL-estimators, with applications to L-moments
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
A uniqueness result for LL-estimators, with applications to L-moments
چکیده انگلیسی

We show that if a linear combination of expectations of order statistics has mean zero across all random variables that have finite mean, then the linear combination is identically zero. A consequence of this result is that any functional of a probability distribution can have essentially only one unbiased LL-estimator (i.e., an estimator that has the form of a linear combination of order statistics): if two such linear combinations have the same expectation then they must be algebraically identical. We use this result to prove the equivalence of two statistics that have been proposed as estimators of the L-moments introduced by Hosking (1990), and to provide alternative means of computing estimators of the trimmed L-moments introduced by Elamir and Seheult (2003). We also make comparisons of the speed of various methods for computing estimators of L-moments and trimmed L-moments.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistical Methodology - Volume 24, May 2015, Pages 69–80
نویسندگان
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