Title
Extreme values of scaled 𝐿-moments
Authors
[ 1 ] Wydział Automatyki, Robotyki i Elektrotechniki, Politechnika Poznańska | [ P ] employee
Year of publication
2026
Published in
Article type
scientific article
Publication language
english
Keywords
Abstract
EN Due to Hosking (1990) (J. R. Stat. Soc. Ser. B Stat. Methodol. 52, 105–124) all the values of scaled L-moments belong to the interval . We prove that 1 is actually the sharp upper bound for every scaled L-moment, and is the optimal lower bound for the odd scaled L-moments. We present a method of determining the optimal lower bounds on even scaled L-moments, which are located in . We also present sharp lower and upper bounds on the L-moments based on nonnegative samples and measured in the units being the expectations of the parent distributions.
Pages (from - to)
110626-1 - 110626-6
Ministry points / journal
70
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