{
  "abstract": "L-moments are useful summary statistics and so have been widely employed in statistical analysis. L-comoments provide a multivariate generalization of L-moments. Joint finite-sample covariance structure, which represents the sampling uncertainty, of L-comoments is less well understood than that of univariate L-moments. We thus derive exact finite-sample covariance formulas for sample L-comoments using explicit conditional U-statistic kernels. We further construct an asymptotic projection estimator and an unbiased estimator of the finite-sample covariance matrix and develop positive-definite corrections. An efficient rank-prefix algorithm evaluates the full unbiased covariance estimator in $O(n^2)$ time without enumerating disjoint subsets. Numerical experiments demonstrate substantial computational savings. The results provide a basis for first-order covariance approximations for L-comoment ratios and for subsequent multivariate L-moment estimation.",
  "abstract_shown": true,
  "affiliations": [],
  "article_type": null,
  "arxiv": "2610.28387",
  "author_total": 2,
  "authors": [
    {
      "name": "Palakorn Seenoi"
    },
    {
      "name": "Jeong-Soo Park"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/ef100pfmxvp3x.bib",
  "cited_by": 0,
  "doi": "10.48550/arxiv.2610.28387",
  "fulltext_url": null,
  "id": "ef100pfmxvp3x",
  "issns": [],
  "landing_url": "https://arxiv.org/abs/2610.28387",
  "language": null,
  "licence": "CC-BY-NC-ND-4.0",
  "licence_label": "CC BY-NC-ND 4.0",
  "licence_source": "article",
  "licence_url": "http://creativecommons.org/licenses/by-nc-nd/4.0/",
  "metadata_licence": "CC0-1.0",
  "native_subjects": [
    [
      "arxiv",
      "stat.ME"
    ],
    [
      "openalex",
      "2613|Statistical Distribution Estimation and Applications"
    ]
  ],
  "openalex": "W7223149565",
  "pdf_url": "https://arxiv.org/pdf/2610.28387",
  "pmcid": null,
  "pmid": null,
  "published": "2026-10-20",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/ef100pfmxvp3x.ris",
  "sources": [
    {
      "first_seen": "2026-10-30T12:34:13Z",
      "native_id": "2610.28387",
      "source": "arxiv",
      "url": "https://arxiv.org/abs/2610.28387"
    }
  ],
  "subjects": [
    {
      "field": "mathematics",
      "origin": "arxiv:stat.ME",
      "subfield": "statistics"
    }
  ],
  "title": "Exact Covariance Structure and Efficient Computation for L-Comoments",
  "title_text": "Exact Covariance Structure and Efficient Computation for L-Comoments",
  "type": "preprint",
  "updated_at": "2026-10-30T12:34:13Z",
  "url": "https://research.draconitic.com/paper/ef100pfmxvp3x",
  "venue": "arXiv",
  "versions": []
}