Confidence intervals for quantiles using generalized lambda distributions

DOI10.1016/J.CSDA.2009.02.014MaRDI QIDQ92231zbMATH OpenOpenAlexFDO

Authors Steve Su, Steve Su

Publication date July 2009

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

Full work available at URL https://doi.org/10.1016/j.csda.2009.02.014

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric tolerance and confidence regions (62G15) Characterization and structure theory of statistical distributions (62E10)

Recommendations

• Erratum to: ``Confidence intervals for quantiles using generalized lambda distributions
• Generalized confidence interval of quantile from Gumbel distribution
• Estimating the parameters of a generalized lambda distribution
• An efficient estimator of the parameters of the generalized lambda distribution
• Estimation of quantiles and confidence intervals for the log-Gumbel distribution
• The confidence interval of q-Gaussian distributions
• Families of distributions arising from the quantile of generalized lambda distribution

Cites work

• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• scientific article; zbMATH DE number 3211265 (Why is no real title available?)
• A Note on Quantiles in Large Samples
• An approximate method for generating asymmetric random variables
• Best exact nonparametric confidence intervals for quantiles
• Calculating nonparametric confidence intervals for quantiles using fractional order statistics
• Characterizing the generalized lambda distribution by L-moments
• Estimation of confidence intervals of quantiles for the Weibull distribution
• Fitting statistical distributions. The generalized lambda distribution and generalized bootstrap methods
• Iterated smoothed bootstrap confidence intervals for population quantiles
• L-moments and TL-moments of the generalized lambda distribution
• Low Moments for Small Samples: A Comparative Study of Order Statistics
• Numerical maximum log likelihood estimation for generalized lambda distributions
• The extended generalized lambda distribution system for fitting distributions to data: history, completion of theory, tables, applications, the “final word” on moment fits
• Theory & Methods: A Starship Estimation Method for the Generalized λ Distributions
• a study of the generalized tukey lambda family

Cited in

(6)

• Graphical methods for investigating the finite-sample properties of confidence regions
• Flexible modelling of survival curves for censored data
• Confidence intervals for quantiles from histograms and other grouped data
• GLDEX
• Interval estimators for inequality measures using grouped data
• Exploiting the quantile optimality ratio in finding confidence intervals for quantiles

Describes a project that uses

Uses Software

• boot
• gldex

This page was built for publication: Confidence intervals for quantiles using generalized lambda distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q92231)