Gaussian quadrature method for GLD parameter estimation

DOI10.1080/03610918.2021.1888999OpenAlexW3135815066MaRDI QIDQ6171899

Majid Nili Ahmadabadi, Unnamed Author

Publication date: 18 July 2023

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.1888999

zbMATH Keywords

parameter estimationGaussian quadraturegeneralized lambda distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Estimating the Parameters of the Generalized Lambda Distribution: Which Method Performs Best?
• Approximating Distributions by Extended Generalized Lambda Distribution (XGLD)
• Theory & Methods: A Starship Estimation Method for the Generalized λ Distributions
• A survey of a hurdle model for heavy-tailed data based on the generalized lambda distribution
• An approximate method for generating asymmetric random variables
• A simple and efficient method for finding the closest generalized lambda distribution to a specific model
• Gauss on Gaussian Quadrature
• Estimation of the Generalized Lambda Distribution Parameters for Grouped Data

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