Estimating the Parameters of the Generalized Lambda Distribution: Which Method Performs Best?

DOI10.1080/03610918.2014.901355zbMath1347.62080OpenAlexW2023977275MaRDI QIDQ2820997

Canan G. Corlu, Melike Meterelliyoz

Publication date: 16 September 2016

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

Full work available at URL: https://doi.org/10.1080/03610918.2014.901355

zbMATH Keywords

parameter estimationleast-squaresgenetic algorithmgeneralized lambda distributionmethod of matching percentiles

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Point estimation (62F10)

Related Items (5)

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Uses Software

• R

Cites Work

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• Simulation input data modeling
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• Information-Theoretic Distribution Test with Application to Normality
• Fitting the generalized lambda distribution to data: a method based on percentiles
• Theory & Methods: A Starship Estimation Method for the Generalized λ Distributions
• Response to Shore
• An approximate method for generating asymmetric random variables
• A Simplex Method for Function Minimization
• Low Moments for Small Samples: A Comparative Study of Order Statistics

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