Personal communication


Papers describing L-moments and their properties

Chen, G., and Balakrishnan, N. (1995). The infeasibility of probability weighted moments estimation of some generalized distributions. In Recent advances in life-testing and reliability, ed. N. Balakrishnan, 565-573. Boca Raton, Fla.: CRC Press.

Donaldson, R. W. (1996). Calculating inverse Cv, skew and PWM functions for Pearson-3, log-normal, extreme-value, and log-logistic distributions. Communications in Statistics - Simulation and Computation, 25, 741-747.

Elamir, E. A. H., and Seheult, A. H. (2003). Trimmed L-moments. Computational Statistics and Data Analysis, 43, 299-314.

Gingras, D., and Adamowski, K. (1994). Performance of L-moments and nonparametric flood frequency analysis. Canadian Journal of Civil Engineering, 21, 856-862.

Guttman, N. B. (1994). On the sensitivity of sample L-moments to sample size. Journal of Climate, 7, 1026-1029.

Haktanir, T., and Bozduman, A. (1995). A study on sensitivity of the probability-weighted moments method on the choice of the plotting position formula. Journal of Hydrology, 168, 265-281.

Lu, L.-H., and Stedinger, J. R. (1992). Sampling variance of normalized GEV/PWM quantile estimators and a regional homogeneity test. Journal of Hydrology, 138, 223-245.

Lu, L.-H., and Stedinger, J. R. (1992). Variance of two- and three-parameter GEV/PWM quantile estimators: formulae, confidence intervals, and a comparison. Journal of Hydrology, 138, 247-267.

Pandey, M. D., van Gelder, P. H. A. J. M., and Vrijling, J. K. (2001). Assessment of an L-kurtosis-based criterion for quantile estimation. Journal of Hydrologic Engineering, 6, 284-292.

Peel, M. C., Wang, Q. J., Vogel, R. M., and McMahon, T. A. (2001). The utility of L-moment ratio diagrams for selecting a regional probability distibution. Hydrological Sciences Journal, 46, 147-155.

Royston, P. (1992). Which measures of skewness and kurtosis are best? Statistics in Medicine, 11, 333-343.

Sankarasubramanian, A., and Srinivasan, K. (1999). Investigation and comparison of sampling properties of L-moments and conventional moments. Journal of Hydrology, 218, 13-34.

Stedinger, J. R., Vogel, R. M., and Foufoula-Georgiou, E. (1992). Frequency analysis of extreme events. In Handbook of Hydrology, ed. D. R. Maidment, chapter 18. New York: McGraw-Hill.

Ulrych, T. J., Velis, D. R., Woodbury, A. D., and Sacchi, M .D. (2000). L-moments and C-moments. Stochastic Environmental Research and Risk Assessment, 14, 50-68.

Vogel, R. M., and Fennessey, N. M. (1993). L-moment diagrams should replace product-moment diagrams. Water Resources Research, 29, 1745-1752.

Wallis, J. R. (1988). Catastrophes, computing, and containment: living with our restless habitat. Speculations in Science and Technology, 11, 295-324.

Wang, Q. J. (1996). Direct sample estimators of L moments. Water Resources Research, 32, 3617-3619.

Wang, Q. J. (1997). LH moments for statistical analysis of extreme events. Water Resources Research, 33, 2841-2848.

Zafirakou-Koulouris, A., Habermeier, J., Craig, S. M., and Vogel, R. M. (1998). L-moment diagrams for censored observations. Water Resources Research, 34, 1241-1249.
Last modified: 12 December 2003.
[ The L-moments page | IBM Research home page ]

[ IBM home page | Order | Search | Contact IBM | Help | (C) | (TM) ]