Assessing Symmetry Using Quantiles and L-Moments

被引:3
作者
Thomas, G. E. [1 ]
机构
[1] Univ Dundee, Div Math, Dundee DD1 4HN, Scotland
关键词
Bootstrap estimation; Bootstrap testing; L-moments; Quantiles; Skewness; Symmetry; Trimmed L-moments;
D O I
10.1080/03610910802491742
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Measures of distributional symmetry based on quantiles, L-moments, and trimmed L-moments are briefly reviewed, and (asymptotic) sampling properties of commonly used estimators considered. Standard errors are estimated using both analytical and computer-intensive methods. Simulation is used to assess results when sampling from some known distributions; bootstrapping is used on sample data to estimate standard errors, construct confidence intervals, and test a hypothesis of distributional symmetry. Symmetry measures based on 2- or 3-trimmed L-moments have some advantages over other measures in terms of their existence. Their estimators are generally well behaved, even in relatively small samples.
引用
收藏
页码:335 / 354
页数:20
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