Numerical maximum log likelihood estimation for generalized lambda distributions
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Cites work
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- A Probability Distribution and Its Uses in Fitting Data
- A Simplex Method for Function Minimization
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- Comparison of GLD fitting methods: superiority of percentile fits to moments in \(L^2\) norm
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- Function minimization by conjugate gradients
- Low Moments for Small Samples: A Comparative Study of Order Statistics
- Nonparametric Probability Density Estimation: I. A Summary of Available Methods
- Response to Shore
- 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
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- On robust algorithm for finding maximum likelihood estimation of the generalized inverse Gaussian distribution
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- Modelling exchange rate returns: which flexible distribution to use?
- A survey of a hurdle model for heavy-tailed data based on the generalized lambda distribution
- An efficient estimator of the parameters of the generalized lambda distribution
- A quantile function approach to the distribution of financial returns following TGARCH models
- Moment estimation based on quantiles
- Higher-order income risk over the business cycle
- Distributional Modeling of Pipeline Leakage Repair Costs for a Water Utility Company
- Characterizing the generalized lambda distribution by L-moments
- Confidence intervals for quantiles using generalized lambda distributions
- GLDEX
- Comparing estimation methods for the FPLD
- Exploiting the quantile optimality ratio in finding confidence intervals for quantiles
- Flexible parametric quantile regression model
- Estimating the parameters of the generalized lambda distribution: which method performs best?
- scientific article; zbMATH DE number 6695056 (Why is no real title available?)
- Fitting the generalized lambda distribution to pre-binned data
- Comparison of bootstrap and generalized bootstrap methods for estimating high quantiles
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