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Probability weighted moments properties for small samples

Author

Listed:
  • Furrer, Reinhard
  • Naveau, Philippe

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.

Suggested Citation

  • Furrer, Reinhard & Naveau, Philippe, 2007. "Probability weighted moments properties for small samples," Statistics & Probability Letters, Elsevier, vol. 77(2), pages 190-195, January.
    • Handle: RePEc:eee:stapro:v:77:y:2007:i:2:p:190-195
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    Cited by:

    1. Samuel Müller & Houng Chhay, 2011. "Partially smooth tail-index estimation for small samples," Computational Statistics, Springer, vol. 26(3), pages 491-505, September.

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