Pages that link to "Item:Q2474242"

The following pages link to A contribution to multivariate L-moments: L-comoment matrices (Q2474242):

Displaying 22 items.

• A method for simulating Burr type III and type XII distributions through \(L\)-moments and \(L\)-correlations (Q469805) (← links)
• L-moment estimation for parametric survival models given censored data (Q537451) (← links)
• Bias-reduced estimates for skewness, kurtosis, \(L\)-skewness and \(L\)-kurtosis (Q719482) (← links)
• Parameter estimation for the 4-parameter asymmetric exponential power distribution by the method of L-moments using R (Q1621375) (← links)
• A Gini-based unit root test (Q1659164) (← links)
• A uniqueness result for \(L\)-estimators, with applications to \(L\)-moments (Q1731261) (← links)
• A logistic \(L\)-moment-based analog for the Tukey \(g-h\), \(g\), \(h\), and \(h-h\) system of distributions (Q1952666) (← links)
• An \(L\)-moment-based analog for the Schmeiser-Deutsch class of distributions (Q1954389) (← links)
• A doubling method for the generalized lambda distribution (Q1954415) (← links)
• Characterizing Tukey \(h\) and \(hh\)-distributions through \(L\)-moments and the \(L\)-correlation (Q1954437) (← links)
• A method for simulating nonnormal distributions with specified \(L\)-skew, \(L\)-kurtosis, and \(L\)-correlation (Q1954438) (← links)
• A novel fourth-order \(L\)-moment reliability method for \(L\)-correlated variables (Q2242533) (← links)
• Gini covariance matrix and its affine equivariant version (Q2423184) (← links)
• A Gini-based time series analysis and test for reversibility (Q2423186) (← links)
• Nonparametric Confidence Regions for L-Moments (Q2806325) (← links)
• Extension of the random matrix theory to the L-moments for robust portfolio selection (Q2871418) (← links)
• Alternative Approximations to Value-At-Risk: A Comparison (Q2876139) (← links)
• A Gini Autocovariance Function for Time Series Modelling (Q3452743) (← links)
• The Dynamics of Hedge Fund Performance (Q4558827) (← links)
• BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL (Q4563819) (← links)
• Mixed data generation packages and related computational tools in R (Q5867483) (← links)
• Simulating non-normal distributions with specified \(L\)-moments and \(L\)-correlations (Q6647322) (← links)