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Title: L-moments in linear regression models Authors:  Martin Schindler - Technical University of Liberec (Czech Republic) [presenting]
Jan Picek - Technical University of Liberec (Czech Republic)
Abstract: The L-moments are analogues of the conventional moments and have similar interpretations. They are calculated using linear combinations of the expectation of ordered data. L-moments have been shown to be special case of L-estimators. We propose a generalization of L-moments in the linear regression model based on regression quantiles as special L-estimator. The properties of extended L-moments are illustrated on simulated data.