L-moments and TL-moments of the generalized lambda distribution

From MaRDI portal
Publication:1020111

DOI10.1016/j.csda.2006.07.016zbMath1162.62312OpenAlexW2046634821MaRDI QIDQ1020111

William H. Asquith

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 ItemFlexible modelling of survival curves for censored dataAn efficient estimator of the parameters of the generalized lambda distributionParameter estimation for the 4-parameter asymmetric exponential power distribution by the method of L-moments using RApproximating 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 distributionComparing estimation methods for the FPLDA method for simulating nonnormal distributions with specified \(L\)-skew, \(L\)-kurtosis, and \(L\)-correlationEstimation of the generalized lambda distribution from censored dataA comparison of L-, LQ-, TL-moment and maximum likelihood high quantile estimates of the GPD and GEV distributionL-moment estimation for parametric survival models given censored dataL-moments of residual lifeCharacterizing the generalized lambda distribution by L-momentsConfidence intervals for quantiles using generalized lambda distributionsDirect L-moments for Type-I censored data with application to the Kumaraswamy distributionEstimating 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 distributionPRICING 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