Estimating the parameters of a generalized lambda distribution
From MaRDI portal
Publication:1019911
DOI10.1016/J.CSDA.2006.09.043zbMATH Open1161.62324OpenAlexW2066363278MaRDI QIDQ1019911FDOQ1019911
Publication date: 29 May 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.2006.09.043
Cites Work
- Title not available (Why is that?)
- A Simplex Method for Function Minimization
- Adaptive score functions for maximum likelihood ICA
- Fitting statistical distributions. The generalized lambda distribution and generalized bootstrap methods
- Comparison of GLD fitting methods: superiority of percentile fits to moments in \(L^2\) norm
- A Probability Distribution and Its Uses in Fitting Data
- Theory & Methods: A Starship Estimation Method for the Generalized λ Distributions
- An approximate method for generating asymmetric random variables
- Application of lambda distributions and bootstrap analysis to the prediction of fatigue lifetime and confidence intervals
- The Future of Data Analysis
- An approximate method for generating symmetric random variables
- The Probability Plot Correlation Coefficient Test for Normality
- Some Properties of the Range in Samples from Tukey's Symmetric Lambda Distributions
Cited In (17)
- Modelling exchange rate returns: which flexible distribution to use?
- Comparison of Generalized Lambda Distribution (GLD) and Response Modeling Methodology (RMM) as General Platforms for Distribution Fitting
- Fitting statistical distributions. The generalized lambda distribution and generalized bootstrap methods
- Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity
- Comparing estimation methods for the FPLD
- Characterizing the generalized lambda distribution by L-moments
- Confidence intervals for quantiles using generalized lambda distributions
- Fitting the generalized lambda distribution to data: a method based on percentiles
- Novel algorithm for reconstruction of a distribution by fitting its first-four statistical moments
- Approximating Distributions by Extended Generalized Lambda Distribution (XGLD)
- Semiparametric reconstruction of the density function which is based on the generalized lambda-distribution in the problem of identification of regression models
- A quantile function approach to the distribution of financial returns following TGARCH models
- Estimating the Parameters of the Generalized Lambda Distribution: Which Method Performs Best?
- Semicompeting risks in aging research: methods, issues and needs
- Title not available (Why is that?)
- A novel response model and target selection method with applications to marketing
- A quantile survival model for censored data
This page was built for publication: Estimating the parameters of a generalized lambda distribution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1019911)