A small sample comparison of maximum likelihood, moments and \(L\)-moments methods for the asymmetric exponential power distribution

DOI10.1016/j.csda.2007.05.021zbMath1452.62179OpenAlexW1987957810MaRDI QIDQ1023495

Pedro F. Delicado, M. N. Goria

Publication date: 12 June 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.2007.05.021

zbMATH Keywords

mean square errornumerical optimizationheavy tails distributionasymmetric distributionsimulation output data analysis

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10)

Related Items (10)

Parameter estimation for the 4-parameter asymmetric exponential power distribution by the method of L-moments using R ⋮ The complementary exponential power lifetime model ⋮ L-moments of the Birnbaum–Saunders distribution and its extreme value version: estimation, goodness of fit and application to earthquake data ⋮ On a transform for modeling skewness ⋮ L-moment estimation for parametric survival models given censored data ⋮ Bias-reduced estimates for skewness, kurtosis, \(L\)-skewness and \(L\)-kurtosis ⋮ Bayesian analysis of some models that use the asymmetric exponential power distribution ⋮ Symbolic computation of moments of sampling distributions ⋮ SENSITIVITY ANALYSIS OF NONLINEAR MODELS TO PARAMETER PERTURBATIONS FOR SMALL SIZE ENSEMBLES OF MODEL OUTPUTS ⋮ Copula representation of bivariateL-moments: a new estimation method for multiparameter two-dimensional copula models

Uses Software

• R
• LMOMENTS
• sn

Cites Work

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• Robustness via a mixture of exponential power distributions
• Trimmed L-moments
• Estimation of quantile mixtures via L-moments and trimmed L-moments
• L-moments and TL-moments of the generalized lambda distribution
• LQ-moments: Analogs of L-moments
• Robust estimators of the mode and skewness of continuous data.
• The epsilon-skew-normal distribution for analyzing near-normal data
• On the characterization of distributions by their \(L\)-moments
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• On Bayesian Modeling of Fat Tails and Skewness
• The Skew-normal Distribution and Related Multivariate Families*
• On a Characterization of Distributions by Expected Values of Extreme Order Statistics
• A Constructive Representation of Univariate Skewed Distributions

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