Fitting statistical distributions. The generalized lambda distribution and generalized bootstrap methods
From the publisher's description: Throughout the physical and social sciences, researchers face the challenge of fitting statistical distributions to their data. Although the study of statistical modelling has made great strides in recent years, the number and variety of distributions to choose from, all with their own formulas, tables, diagrams, and general properties, continue to create problems. For a specific application, which of the dozens of distributions should one use? What if none of them fit well? \newline This book helps answer those questions. Focusing on techniques used successfully across many fields, the authors present all of the relevant results related to the Generalized Lambda Distribution (GLD), the Generalized Bootstrap (GB), and Monte Carlo simulation (MC). They provide the tables, algorithms, and computer programs needed for fitting continuous probability distributions to data in a wide variety of circumstances-covering bivariate as well as univariate distributions, and including situations where moments do not exist. \newline Regardless of your specific field, physical science, social science, or statistics, practitioner or theorist, this book is a required reading. It includes wide-ranging applications illustrating the methods in practice and offers proofs of key results for those involved in theoretical developments.
- Estimating the parameters of a generalized lambda distribution
- Fitting the generalized lambda distribution to data: a method based on percentiles
- Fitting the Generalized Lambda Distribution with Location and Scale-Free Shape Functionals
- An efficient estimator of the parameters of the generalized lambda distribution
- Bootstrapping for generalized l-statistics
- Fitting the generalized lambda distribution to pre-binned data
- Fitting Mixture Distributions Using Generalized Lambda Distributions and Comparison with Normal Mixtures
- The generalized beta- and F-distributions in statistical modelling
- A compound beta distribution with applications in finance
- 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
- Parameter estimation for the 4-parameter asymmetric exponential power distribution by the method of L-moments using R
- Linking Tukey's legacy to financial risk measurement
- Nonparametric estimation of a quantile density function by wavelet methods
- Families of distributions arising from the quantile of generalized lambda distribution
- Exact variance structure of sample L-moments
- Nonparametric estimation of quantile density function
- Betting market equilibrium with heterogeneous beliefs: a prospect theory-based model
- On a general class of probability distributions and its applications
- Parameter estimation of the generalized Pareto distribution. I
- Retailer order commitments improve distribution supply chain performance
- Flexible modelling of survival curves for censored data
- Comparison of GLD fitting methods: superiority of percentile fits to moments in L^2 norm
- Estimating parameters of polynomial models with errors in variables and no additional information
- scientific article; zbMATH DE number 6695056 (Why is no real title available?)
- Wavelet-Based Quantile Density Function Estimation Under Random Censorship
- Chebyshev’s Inequality for Nonparametric Testing with Small N and α in Microarray Research
- scientific article; zbMATH DE number 4162128 (Why is no real title available?)
- On Approximating the Distribution of the Durbin-Watson Statistic from its Moments Obtained Recursively
- AnF1Beta Distribution with Bathtub Failure Rate Function
- The Generalized Bootstrap: A New Fitting Strategy & A Simulation Study Showing Advantage Over Bootstrap Percentile Methods
- Computational Issues in Fitting Statistical Distributions to Data
- Distributional Modeling of Pipeline Leakage Repair Costs for a Water Utility Company
- Modeling and Fitting Quantile Distributions and Regressions
- A Multivariate Gamma Distribution and its Characterizations
- Distribution Fitting with Response Modeling Methodology (RMM) — Some Recent Results
- Moments of Mixed Type of Truncated Random Variable Using Generalized Lambda Distribution
- Some Skew-Symmetric Reflected Distributions
- Fitting Mixture Distributions Using Generalized Lambda Distributions and Comparison with Normal Mixtures
- Sample Size and the Accuracy of the Generalized Lambda Distribution
- Fitting the generalized lambda distribution to data: a method based on percentiles
- Estimation of the generalized lambda distribution from censored data
- Measuring inequality and social welfare from any arbitrary distribution
- A new method for generating families of continuous distributions
- Fitting the Generalized Lambda Distribution (GLD) System by A Method of Percentiles, II: Tables
- Reducing Simulation Input-Model Risk via Input Model Averaging
- Modeling insurance claims with extreme observations: transformed kernel density and generalized lambda distribution
- An efficient estimator of the parameters of the generalized lambda distribution
- On the estimation of the quantile density function by orthogonal series
- A modification in generalized classes of distributions: A new Topp–Leone class as an example
- Nonparametric estimation of a quantile density function under Lp risk via block thresholding method
- A survey of a hurdle model for heavy-tailed data based on the generalized lambda distribution
- Two permutation tests and the Mann-Whitney test: a robustness study
- Emulation of stochastic simulators using generalized lambda models
- A Monte Carlo simulation study of two-sided tolerance intervals in balanced one-way random effects model for non-normal errors
- Generalized multiple-point Metropolis algorithms for approximate Bayesian computation
- Handbook of fitting statistical distributions with R. With CD-ROM.
- Partial Moments of 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
- Robust analogs to the coefficient of variation
- Flexible parametric quantile regression model
- On Families of Distributions with Shape Parameters
- On the use of \(L\)-functionals in regression models
- Comparing estimation methods for the FPLD
- Zenga's new index of economic inequality, its estimation, and an analysis of incomes in Italy
- Generalization method of generating the continuous nested distributions
- Ageing concepts: an approach based on quantile function
- Exploiting the quantile optimality ratio in finding confidence intervals for quantiles
- Methods for generating families of univariate continuous distributions in the recent decades
- Regression revisited
- Family of generalized symmetric distributions: properties and applications
- Non-crossing quantile double-autoregression for the analysis of streaming time series data
- A new family of continuous univariate distributions
- Online updated learning for extremiles via parametric quantile estimation
- Properties of multinomial lattices with cumulants for option pricing and hedging
- Beta Bessel distributions
- Characterizing the generalized lambda distribution by L-moments
- Numerical maximum log likelihood estimation for generalized lambda distributions
- Confidence intervals for quantiles using generalized lambda distributions
- Response modeling methodology (RMM)-maximum likelihood estimation procedures
- On simulating multivariate non-normal distributions from the generalized lambda distribution
- L-moments of residual life
- Comparison of bootstrap and generalized bootstrap methods for estimating high quantiles
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