Acknowledgment of priority: Usage of the Lambert \(W\) function in statistics

DOI10.1214/14-AOAS790zbMath1454.62062arXiv1503.01308MaRDI QIDQ2258604

Georg M. Goerg

Publication date: 26 February 2015

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.01308

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10) Estimation in survival analysis and censored data (62N02)

Uses Software

• LambertW

Cites Work

• On the favorable estimation for fitting heavy tailed data
• Lambert \(W\) random variables -- a new family of generalized skewed distributions with applications to risk estimation
• Distributions of exact tests in the exponential family
• Exact likelihood ratio scale and homogeneity testing of some loss processes

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