Characterizing the generalized lambda distribution by L-moments

DOI10.1016/J.CSDA.2007.06.021zbMath1452.62181arXivmath/0701405OpenAlexW2075698830WikidataQ109374038 ScholiaQ109374038MaRDI QIDQ92223

Arto Nuutinen, Juha Karvanen, Arto Nuutinen, Juha Karvanen

Publication date: January 2008

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

Full work available at URL: https://arxiv.org/abs/math/0701405

zbMATH Keywords

kurtosisskewnessmethod of momentsmethod of L-momentsL-moment ratio diagram

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 (17)

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Uses Software

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• LMOMENTS
• PBSmapping
• gld

Cites Work

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• Estimating the parameters of a generalized lambda distribution
• L-moments and TL-moments of the generalized lambda distribution
• Adaptive score functions for maximum likelihood ICA
• On some expressions for variance, covariance, skewness and L-moments
• On the characterization of distributions by their \(L\)-moments
• The extended generalized lambda distribution system for fitting distributions to data: history, completion of theory, tables, applications, the “final word” on moment fits
• Fitting the generalized lambda distribution to data: a method based on percentiles
• Theory & Methods: A Starship Estimation Method for the Generalized λ Distributions
• An approximate method for generating asymmetric random variables
• A Simplex Method for Function Minimization

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