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Probability weighted moments properties of small samples


Furrer, R; Naveau, P (2007). Probability weighted moments properties of small samples. Statistics and Probability Letters, 77(2):190-195.

Abstract

Probability weighted moments (PWM) are classically used in hydrology. Here we study their properties for small samples. Links between PWMs and the hazard rate ordering are identified. We propose PWM tail equivalences and derive explicit variances for PWM unbiased estimators.

Abstract

Probability weighted moments (PWM) are classically used in hydrology. Here we study their properties for small samples. Links between PWMs and the hazard rate ordering are identified. We propose PWM tail equivalences and derive explicit variances for PWM unbiased estimators.

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Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:07 Faculty of Science > Institute of Mathematics
Dewey Decimal Classification:510 Mathematics
Scopus Subject Areas:Physical Sciences > Statistics and Probability
Social Sciences & Humanities > Statistics, Probability and Uncertainty
Language:English
Date:2007
Deposited On:10 Dec 2009 18:32
Last Modified:23 Jan 2022 14:31
Publisher:Elsevier
ISSN:0167-7152
OA Status:Closed
Publisher DOI:https://doi.org/10.1016/j.spl.2006.06.009
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