Theory & Methods: A Starship Estimation Method for the Generalized λ Distributions

DOI10.1111/1467-842X.00089zbMath1055.62513OpenAlexW2165063810MaRDI QIDQ4701041

H. L. MacGillivray, Robert A. R. King

Publication date: 1999

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-842x.00089

zbMATH Keywords

shapeestimationsimulationgeneralized lambda distribution

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference (62F99)

Related Items (24)

Unnamed Item ⋮ Flexible modelling of survival curves for censored data ⋮ An efficient estimator of the parameters of the generalized lambda distribution ⋮ Approximating Distributions by Extended Generalized Lambda Distribution (XGLD) ⋮ Linking Tukey's legacy to financial risk measurement ⋮ A survey of a hurdle model for heavy-tailed data based on the generalized lambda distribution ⋮ Comparing estimation methods for the FPLD ⋮ Gaussian quadrature method for GLD parameter estimation ⋮ Estimation of the generalized lambda distribution from censored data ⋮ Measuring inequality and social welfare from any arbitrary distribution ⋮ Estimation of the Generalized Lambda Distribution Parameters for Grouped Data ⋮ Characterizing the generalized lambda distribution by L-moments ⋮ Numerical maximum log likelihood estimation for generalized lambda distributions ⋮ Confidence intervals for quantiles using generalized lambda distributions ⋮ Comparison of bootstrap and generalized bootstrap methods for estimating high quantiles ⋮ Distributional Modeling of Pipeline Leakage Repair Costs for a Water Utility Company ⋮ Fitting the Generalized Lambda Distribution with Location and Scale-Free Shape Functionals ⋮ Moments of Mixed Type of Truncated Random Variable Using Generalized Lambda Distribution ⋮ Flexible parametric quantile regression model ⋮ Sample Size and the Accuracy of the Generalized Lambda Distribution ⋮ Estimating the parameters of a generalized lambda distribution ⋮ A quantile function approach to the distribution of financial returns following TGARCH models ⋮ Estimating the Parameters of the Generalized Lambda Distribution: Which Method Performs Best? ⋮ Weighted quantile-based estimation for a class of transformation distributions.

This page was built for publication: Theory & Methods: A Starship Estimation Method for the Generalized λ Distributions