Furrer, R; Naveau, P (2007). Probability weighted moments properties of small samples. Statistics and Probability Letters, 77(2):190-195.
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.
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.
| 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: | 03 Dec 2023 02:41 |
| Publisher: | Elsevier |
| ISSN: | 0167-7152 |
| OA Status: | Closed |
| Publisher DOI: | https://doi.org/10.1016/j.spl.2006.06.009 |
Furrer, R