Fitting Mixture Distributions Using Generalized Lambda Distributions and Comparison with Normal Mixtures

DOI10.1080/01966324.2008.10737718MaRDI QIDQ3605826zbMATH OpenOpenAlexWikidataFDO

Authors Wei Ning, Y. C. Gao, Edward J. Dudewicz

Publication date 24 February 2009

Published in American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01966324.2008.10737718

zbMATH Keywords

mixture models

Mathematics Subject Classification ID

Graphical methods in statistics (62A09) Exact distribution theory in statistics (62E15) Point estimation (62F10)

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Cites work

• A modified likelihood ratio test for homogeneity in finite mixture models
• An approximate method for generating asymmetric random variables
• An approximate method for generating symmetric random variables
• Asymptotic distribution of the likelihood ratio test that a mixture of two binomials is a single binomial
• Exact mean integrated squared error
• Fitting statistical distributions. The generalized lambda distribution and generalized bootstrap methods
• scientific article; zbMATH DE number 194758 (Why is no real title available?)
• Jacobian-free Newton-Krylov methods: a survey of approaches and applications.
• Likelihood ratio tests in contamination models
• Measuring the relative effectiveness of moment estimators as starting values in maximizing likelihoods
• Mixture models: theory, geometry and applications
• Moment matrices: Applications in mixtures
• On Information and Sufficiency
• Statistical analysis of finite mixture distributions
• Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes
• The likelihood ratio test for homogeneity in finite mixture models

Cited in

(5)

• Reflected generalized beta inverse Weibull distribution: definition and properties
• Fitting statistical distributions. The generalized lambda distribution and generalized bootstrap methods
• scientific article; zbMATH DE number 6695056 (Why is no real title available?)
• Fitting the generalized lambda distribution to pre-binned data
• Comparison of Generalized Lambda Distribution (GLD) and Response Modeling Methodology (RMM) as General Platforms for Distribution Fitting

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Uses Software

• gldex

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