Confidence intervals for quantiles using generalized lambda distributions

DOI10.1016/J.CSDA.2009.02.014zbMATH Open1453.62209OpenAlexW1999791384MaRDI QIDQ92231FDOQ92231

Steve Su, Steve Su

Publication date: July 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.2009.02.014

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric tolerance and confidence regions (62G15) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Characterizing the generalized lambda distribution by L-moments
• Numerical maximum log likelihood estimation for generalized lambda distributions
• A Note on Quantiles in Large Samples
• L-moments and TL-moments of the generalized lambda distribution
• Iterated smoothed bootstrap confidence intervals for population quantiles
• Fitting statistical distributions. The generalized lambda distribution and generalized bootstrap methods
• a study of the generalized tukey lambda family
• The extended generalized lambda distribution system for fitting distributions to data: history, completion of theory, tables, applications, the “final word” on moment fits
• Theory & Methods: A Starship Estimation Method for the Generalized λ Distributions
• Calculating nonparametric confidence intervals for quantiles using fractional order statistics
• An approximate method for generating asymmetric random variables
• Best exact nonparametric confidence intervals for quantiles
• Low Moments for Small Samples: A Comparative Study of Order Statistics
• Estimation of confidence intervals of quantiles for the Weibull distribution

Cited In (6)

• Graphical methods for investigating the finite-sample properties of confidence regions
• Interval Estimators for Inequality Measures Using Grouped Data
• Flexible modelling of survival curves for censored data
• Confidence intervals for quantiles from histograms and other grouped data
• GLDEX
• Exploiting the quantile optimality ratio in finding confidence intervals for quantiles

Uses Software

• gldex
• bootlib

Recommendations

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