Fitting statistical distributions. The generalized lambda distribution and generalized bootstrap methods

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(75)

Parameter estimation of the generalized Pareto distribution. I
Moments of Mixed Type of Truncated Random Variable Using Generalized Lambda Distribution
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A survey of a hurdle model for heavy-tailed data based on the generalized lambda distribution
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Sample Size and the Accuracy of the Generalized Lambda Distribution
Methods for generating families of univariate continuous distributions in the recent decades
Ageing concepts: an approach based on quantile function
A Monte Carlo simulation study of two-sided tolerance intervals in balanced one-way random effects model for non-normal errors
Flexible modelling of survival curves for censored data
Fitting the Generalized Lambda Distribution (GLD) System by A Method of Percentiles, II: Tables
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Nonparametric estimation of a quantile density function under L_p risk via block thresholding method
Computational Issues in Fitting Statistical Distributions to Data
Distribution Fitting with Response Modeling Methodology (RMM) — Some Recent Results
Parameter estimation for the 4-parameter asymmetric exponential power distribution by the method of L-moments using R
Family of generalized symmetric distributions: properties and applications
Reducing Simulation Input-Model Risk via Input Model Averaging
A compound beta distribution with applications in finance
Comparison of GLD fitting methods: superiority of percentile fits to moments in L^2 norm
Partial Moments of Generalized Lambda Distribution
Exact variance structure of sample L-moments
A Multivariate Gamma Distribution and its Characterizations
Nonparametric estimation of quantile density function
Generalization method of generating the continuous nested distributions
A new family of continuous univariate distributions
Comparing estimation methods for the FPLD
On a general class of probability distributions and its applications
Emulation of stochastic simulators using generalized lambda models
On Approximating the Distribution of the Durbin-Watson Statistic from its Moments Obtained Recursively
Beta Bessel distributions
Estimating parameters of polynomial models with errors in variables and no additional information
Modeling insurance claims with extreme observations: transformed kernel density and generalized lambda distribution
Linking Tukey's legacy to financial risk measurement
Estimation of the generalized lambda distribution from censored data
Measuring inequality and social welfare from any arbitrary distribution
Nonparametric estimation of a quantile density function by wavelet methods
Characterizing the generalized lambda distribution by L-moments
Confidence intervals for quantiles using generalized lambda distributions
Numerical maximum log likelihood estimation for generalized lambda distributions
Properties of multinomial lattices with cumulants for option pricing and hedging
Handbook of fitting statistical distributions with R. With CD-ROM.
Chebyshev’s Inequality for Nonparametric Testing with Small N and α in Microarray Research
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Fitting the generalized lambda distribution to data: a method based on percentiles
Fitting Mixture Distributions Using Generalized Lambda Distributions and Comparison with Normal Mixtures
Wavelet-Based Quantile Density Function Estimation Under Random Censorship
Comparison of bootstrap and generalized bootstrap methods for estimating high quantiles
Non-crossing quantile double-autoregression for the analysis of streaming time series data
Betting market equilibrium with heterogeneous beliefs: a prospect theory-based model
Zenga's new index of economic inequality, its estimation, and an analysis of incomes in Italy
Robust analogs to the coefficient of variation
An efficient estimator of the parameters of the generalized lambda distribution
Semiparametric reconstruction of the density function which is based on the generalized lambda-distribution in the problem of identification of regression models
On the estimation of the quantile density function by orthogonal series
Flexible parametric quantile regression model
On the use of \(L\)-functionals in regression models
Retailer order commitments improve distribution supply chain performance
AnF₁Beta Distribution with Bathtub Failure Rate Function
On Families of Distributions with Shape Parameters
Generalized multiple-point Metropolis algorithms for approximate Bayesian computation
On simulating multivariate non-normal distributions from the generalized lambda distribution
Estimation of quantile mixtures via L-moments and trimmed L-moments
Estimating the parameters of a generalized lambda distribution
L-moments and TL-moments of the generalized lambda distribution
Exploiting the quantile optimality ratio in finding confidence intervals for quantiles
Some Skew-Symmetric Reflected Distributions
Distributional Modeling of Pipeline Leakage Repair Costs for a Water Utility Company
The Generalized Bootstrap: A New Fitting Strategy & A Simulation Study Showing Advantage Over Bootstrap Percentile Methods
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A new method for generating families of continuous distributions
A modification in generalized classes of distributions: A new Topp–Leone class as an example
Two permutation tests and the Mann-Whitney test: a robustness study

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