Pages that link to "Item:Q92229"

The following pages link to Numerical maximum log likelihood estimation for generalized lambda distributions (Q92229):

Displaying 18 items.

• GLDEX (Q27928) (← links)
• Characterizing the generalized lambda distribution by L-moments (Q92223) (← links)
• Confidence intervals for quantiles using generalized lambda distributions (Q92231) (← links)
• Flexible modelling of survival curves for censored data (Q268394) (← links)
• Comparing estimation methods for the FPLD (Q609697) (← links)
• Improving ABC for quantile distributions (Q693358) (← links)
• Comparison of bootstrap and generalized bootstrap methods for estimating high quantiles (Q984653) (← links)
• Linking Tukey's legacy to financial risk measurement (Q1659149) (← links)
• Estimating the Parameters of the Generalized Lambda Distribution: Which Method Performs Best? (Q2820997) (← links)
• Approximating Distributions by Extended Generalized Lambda Distribution (XGLD) (Q2905711) (← links)
• (Q2969403) (← links)
• A quantile function approach to the distribution of financial returns following TGARCH models (Q3389299) (← links)
• Distributional Modeling of Pipeline Leakage Repair Costs for a Water Utility Company (Q3602304) (← links)
• Modelling exchange rate returns: which flexible distribution to use? (Q4619490) (← links)
• An efficient estimator of the parameters of the generalized lambda distribution (Q5033974) (← links)
• A survey of a hurdle model for heavy-tailed data based on the generalized lambda distribution (Q5085611) (← links)
• Fitting the generalized lambda distribution to pre-binned data (Q5222439) (← links)
• Flexible parametric quantile regression model (Q5963734) (← links)