Efficient maximum approximated likelihood inference for Tukey's \(g\)-and-\(h\) distribution
From MaRDI portal
Publication:1663194
DOI10.1016/j.csda.2015.06.002zbMath1468.62215arXiv1506.00878OpenAlexW2106808248MaRDI QIDQ1663194
Publication date: 21 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.00878
skewnessapproximated likelihood ratio testcomputationally efficientmaximum approximated likelihood estimatorTukey's \(g\)-and-\(h\) distribution
Related Items
Comment, Parameter estimation of Tukey-type distributions: A comparative analysis, Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach, Multivariate transformed Gaussian processes, Assessing the effective sample size for large spatial datasets: a block likelihood approach
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Regularization and variable selection for infinite variance autoregressive models
- Numerical maximum likelihood estimation for the \(g\)-and-\(k\) and generalized \(g\)-and-\(h\) distributions
- Using the \(gh\) distribution to model extreme wind speeds.
- Weighted quantile-based estimation for a class of transformation distributions.
- Robust estimation of the parameters of \(g\)-\textit{and}-\(h\) distributions, with applications to outlier detection
- An information matrix test for logistic regression models based on case-control data
- Some properties of the tukey g and h family of distributions
- A goodness-of-fit test of logistic regression models for case-control data with measurement error
- Shape properties of the g-and-h and johnson families
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
- A Limited Memory Algorithm for Bound Constrained Optimization
- Multiple imputation using multivariateghtransformations
- Focused information criterion and model averaging based on weighted composite quantile regression
- The Quantitative Modeling of Operational Risk: Between G-and-H and EVT
