Estimating the parameters of a generalized lambda distribution
From MaRDI portal
Publication:1019911
DOI10.1016/j.csda.2006.09.043zbMath1161.62324OpenAlexW2066363278MaRDI QIDQ1019911
Publication date: 29 May 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2006.09.043
Related Items (11)
Unnamed Item ⋮ Approximating Distributions by Extended Generalized Lambda Distribution (XGLD) ⋮ Comparing estimation methods for the FPLD ⋮ Modelling exchange rate returns: which flexible distribution to use? ⋮ Semicompeting risks in aging research: methods, issues and needs ⋮ Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity ⋮ Characterizing the generalized lambda distribution by L-moments ⋮ A Quantile Survival Model for Censored Data ⋮ A quantile function approach to the distribution of financial returns following TGARCH models ⋮ Estimating the Parameters of the Generalized Lambda Distribution: Which Method Performs Best? ⋮ Novel algorithm for reconstruction of a distribution by fitting its first-four statistical moments
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Application of lambda distributions and bootstrap analysis to the prediction of fatigue lifetime and confidence intervals
- Adaptive score functions for maximum likelihood ICA
- The Future of Data Analysis
- The Probability Plot Correlation Coefficient Test for Normality
- A Probability Distribution and Its Uses in Fitting Data
- Theory & Methods: A Starship Estimation Method for the Generalized λ Distributions
- An approximate method for generating asymmetric random variables
- Some Properties of the Range in Samples from Tukey's Symmetric Lambda Distributions
- A Simplex Method for Function Minimization
- An approximate method for generating symmetric random variables
This page was built for publication: Estimating the parameters of a generalized lambda distribution
