A Characterization of Power Method Transformations through L-Moments
Power method polynomial transformations are commonly used for simulating continuous nonnormal distributions with specified moments. However, conventional moment-based estimators can (a) be substantially biased, (b) have high variance, or (c) be influenced by outliers. In view of these concerns, a ch...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2011-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2011/497463 |
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