Title: L-moments in linear regression model
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. Earlier it was shown that L-moments are 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.