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On absolute moment-based upper bounds for...
Journal article

On absolute moment-based upper bounds for L-moments

Abstract

A number of absolute moment-based upper bounds for Gini’s mean difference are extended to general L-moments. Improvement of some bounds by alternative choice of centre for the absolute moments is explored. Different bounds are compared numerically. The distribution for which upper bounds for Gini’s mean difference are attained is given. Extension is made to trimmed L-moments and hence to probability weighted moments.

Authors

Jones MC; Balakrishnan N

Journal

Statistics & Probability Letters, Vol. 216, ,

Publisher

Elsevier

Publication Date

January 1, 2025

DOI

10.1016/j.spl.2024.110249

ISSN

0167-7152

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