IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v216y2025ics0167715224002189.html
   My bibliography  Save this article

On absolute moment-based upper bounds for L-moments

Author

Listed:
  • Jones, M.C.
  • Balakrishnan, N.

Abstract

A number of absolute moment-based upper bounds for Gini’s mean difference are extended to general L-moments. Improvement of some bounds by alternative choice of centre for the absolute moments is explored. Different bounds are compared numerically. The distribution for which upper bounds for Gini’s mean difference are attained is given. Extension is made to trimmed L-moments and hence to probability weighted moments.

Suggested Citation

  • Jones, M.C. & Balakrishnan, N., 2025. "On absolute moment-based upper bounds for L-moments," Statistics & Probability Letters, Elsevier, vol. 216(C).
    • Handle: RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002189
    DOI: 10.1016/j.spl.2024.110249
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715224002189
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spl.2024.110249?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Roberta La Haye & Petr Zizler, 2019. "The Gini mean difference and variance," METRON, Springer;Sapienza Università di Roma, vol. 77(1), pages 43-52, April.
    2. David C. Blest, 2003. "A New Measure of Kurtosis Adjusted for Skewness," Australian & New Zealand Journal of Statistics, Australian Statistical Publishing Association Inc., vol. 45(2), pages 175-179, June.
    3. Arnold, Barry C., 1985. "p-Norm bounds on the expectation of the maximum of a possibly dependent sample," Journal of Multivariate Analysis, Elsevier, vol. 17(3), pages 316-332, December.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Brandts, Jordi & El Baroudi, Sabrine & Huber, Stefanie J. & Rott, Christina, 2021. "Gender differences in private and public goal setting," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 222-247.
    2. Frank Cowell & Emmanuel Flachaire, 2021. "Inequality Measurement: Methods and Data," Post-Print hal-03589066, HAL.
    3. Izquierdo, Alejandro & Llopis, Jimena & Muratori, Umberto & Ruiz, José Juan, 2016. "In Search of Larger Per Capita Incomes: How To Prioritize across Productivity Determinants?," IDB Publications (Working Papers) 7511, Inter-American Development Bank.
    4. Rychlik, Tomasz, 2009. "Tight evaluations for expectations of small order statistics from symmetric and symmetric unimodal populations," Statistics & Probability Letters, Elsevier, vol. 79(12), pages 1488-1493, June.
    5. Raqab, Mohammad Z., 2010. "Evaluations of the mean residual lifetime of an m-out-of-n system," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 333-342, March.
    6. Huang, J. S., 1998. "Sequence of expectations of maximum-order statistics," Statistics & Probability Letters, Elsevier, vol. 38(2), pages 117-123, June.
    7. Tomasz Rychlik, 2014. "Non-positive upper bounds on expectations of small order statistics from DDA and DFRA populations," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(4), pages 539-557, May.
    8. Fabrizio Maturo & Pierpaolo Angelini, 2023. "Aggregate Bound Choices about Random and Nonrandom Goods Studied via a Nonlinear Analysis," Mathematics, MDPI, vol. 11(11), pages 1-30, May.
    9. Claudio Giovanni Borroni & Lucio De Capitani, 2022. "Some measures of kurtosis and their inference on large datasets," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 106(4), pages 573-607, December.
    10. Gabriela M. Rodrigues & Edwin M. M. Ortega & Gauss M. Cordeiro & Roberto Vila, 2023. "Quantile Regression with a New Exponentiated Odd Log-Logistic Weibull Distribution," Mathematics, MDPI, vol. 11(6), pages 1-20, March.
    11. Dragan Đorić & Emilija Nikolić-Đorić & Vesna Jevremović & Jovan Mališić, 2009. "On measuring skewness and kurtosis," Quality & Quantity: International Journal of Methodology, Springer, vol. 43(3), pages 481-493, May.
    12. Z. Raqab, Mohammad, 2003. "P-Norm bounds for moments of progressive type II censored order statistics," Statistics & Probability Letters, Elsevier, vol. 64(4), pages 393-402, October.
    13. Rosaria Simone, 2022. "On finite mixtures of Discretized Beta model for ordered responses," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(3), pages 828-855, September.
    14. Lukas Hoesch & Adam Lee & Geert Mesters, 2022. "Robust inference for non-Gaussian SVAR models," Economics Working Papers 1847, Department of Economics and Business, Universitat Pompeu Fabra.
    15. Valérie Bérenger & Jacques Silber, 2022. "On the Measurement of Happiness and of its Inequality," Journal of Happiness Studies, Springer, vol. 23(3), pages 861-902, March.
    16. Pierpaolo Angelini, 2024. "Invariance of the Mathematical Expectation of a Random Quantity and Its Consequences," Risks, MDPI, vol. 12(1), pages 1-17, January.
    17. Tomasz Rychlik, 2001. "Stability of Order Statistics under Dependence," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(4), pages 877-894, December.
    18. Jan Jekl & Jiří Jánský, 2022. "Security Challenges and Economic-Geographical Metrics for Analyzing Safety to Achieve Sustainable Protection," Sustainability, MDPI, vol. 14(22), pages 1-19, November.
    19. Adam Lee & Lukas Hoesch & Geert Mesters, 2022. "Locally Robust Inference for Non-Gaussian SVAR Models," Working Papers 1367, Barcelona School of Economics.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:216:y:2025:i:c:s0167715224002189. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.