Parameter estimation for the 4-parameter asymmetric exponential power distribution by the method of L-moments using R

DOI10.1016/j.csda.2012.12.013zbMath1471.62018OpenAlexW2060205008MaRDI QIDQ1621375

William H. Asquith

Publication date: 8 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2012.12.013

zbMATH Keywords

order statisticsasymmetric exponential power distributionL-momentsgeneralized lambda distributionkappa distribution

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Software, source code, etc. for problems pertaining to statistics (62-04) Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10)

Related Items

Special issue on statistical algorithms and software in R, L-moments of the Birnbaum–Saunders distribution and its extreme value version: estimation, goodness of fit and application to earthquake data

Uses Software

• R
• lattice
• LMOMENTS
• POT
• lmomRFA
• lmom
• lmomco
• gld
• Lmoments
• RFA

Cites Work

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• A Simplex Method for Function Minimization