Probability weighted moments properties for small samples

Reinhard Furrer and Philippe Naveau

Statistics & Probability Letters, 2007, vol. 77, issue 2, 190-195

Abstract: Probability weighted moments (PWM) are classically used in hydrology. Here we study their properties for small samples. Links between PWMs and the hazard rate ordering are identified. We propose PWM tail equivalences and derive explicit variances for PWM unbiased estimators.

Keywords: Generalized; Pareto; distribution; U-statistics (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (1)

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