L-moments and TL-moments of the generalized lambda distribution
From MaRDI portal
Publication:1020111
DOI10.1016/j.csda.2006.07.016zbMath1162.62312OpenAlexW2046634821MaRDI QIDQ1020111
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.2006.07.016
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (19)
Unnamed Item ⋮ Flexible modelling of survival curves for censored data ⋮ An efficient estimator of the parameters of the generalized lambda distribution ⋮ Parameter estimation for the 4-parameter asymmetric exponential power distribution by the method of L-moments using R ⋮ Approximating Distributions by Extended Generalized Lambda Distribution (XGLD) ⋮ A financial fraud detection indicator for investors: an \textit{IDeA} ⋮ Penalized likelihood approach for the four-parameter kappa distribution ⋮ Comparing estimation methods for the FPLD ⋮ A method for simulating nonnormal distributions with specified \(L\)-skew, \(L\)-kurtosis, and \(L\)-correlation ⋮ Estimation of the generalized lambda distribution from censored data ⋮ A comparison of L-, LQ-, TL-moment and maximum likelihood high quantile estimates of the GPD and GEV distribution ⋮ L-moment estimation for parametric survival models given censored data ⋮ L-moments of residual life ⋮ Characterizing the generalized lambda distribution by L-moments ⋮ Confidence intervals for quantiles using generalized lambda distributions ⋮ Direct L-moments for Type-I censored data with application to the Kumaraswamy distribution ⋮ Estimating the Parameters of the Generalized Lambda Distribution: Which Method Performs Best? ⋮ A small sample comparison of maximum likelihood, moments and \(L\)-moments methods for the asymmetric exponential power distribution ⋮ PRICING AND HEDGING CONVERTIBLE BONDS: DELAYED CALLS AND UNCERTAIN VOLATILITY
Uses Software
Cites Work
This page was built for publication: L-moments and TL-moments of the generalized lambda distribution