I noticed today that we have a tag for l-moments without a description. For once, this isn't my fault. I hope that by bringing it to the attention of meta readers, we could create one. (I don't know anything about l-moments.)
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2$\begingroup$ en.wikipedia.org/wiki/L-moment ? $\endgroup$– amoebaJul 14, 2016 at 19:08
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2$\begingroup$ It looks like this tag was created by @Kjetilbhalvorsen. He may be able to provide the most appropriate excerpt. $\endgroup$– gung - Reinstate MonicaJul 14, 2016 at 21:13
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1$\begingroup$ No problem. This is just about keeping Meta tidy. $\endgroup$– amoebaSep 22, 2016 at 15:40
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Following @gung's comment above, I pinged @Kjetil and asked to provide a wiki excerpt. He kindly agreed, and so here is the new excerpt:
A kind of moments based on linear functions of order statistics. Their interpretation is similar to usual moments, but they can often be more stably estimated.
and wiki:
L-moments are a kind of moments based on linear functions of order statistics. Their interpretation is similar to usual moments, but they can often be more stably estimated.
Their use was pioneered in hydrology, as a help in studying the form of probability distributions. See https://en.wikipedia.org/wiki/L-moment.
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$\begingroup$ (+1) Too bad the tags cannot have upper-case letters (or serif fonts). I just hope we never have to compute L-moments for moments of intertia $I$! $\endgroup$ Sep 22, 2016 at 3:49