Comparison of GLD fitting methods: superiority of percentile fits to moments in L^2 norm

zbMATH Open1490.62057MaRDI QIDQ2834320FDOQ2834320

Authors: Zaven A. Karian, Edward J. Dudewicz 

Publication date: 28 November 2016

Published in: Journal of the Iranian Statistical Society JIRSS (Search for Journal in Brave)

Full work available at URL: http://jirss.irstat.ir/browse.php?a_id=97&slc_lang=en&sid=1&ftxt=1

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zbMATH Keywords

method of momentspercentile method\(L\)-momentsgeneralized lambda distribution

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)

Cited In (13)

• A characterization of power method transformations through the method of percentiles
• A survey of a hurdle model for heavy-tailed data based on the generalized lambda distribution
• Comparing estimation methods for the FPLD
• Fitting the generalized lambda distribution to pre-binned data
• A simple and efficient method for finding the closest generalized lambda distribution to a specific model
• Statistical comparison of the goodness of fit delivered by five families of distributions used in distribution fitting
• Characterizing the generalized lambda distribution by L-moments
• Numerical maximum log likelihood estimation for generalized lambda distributions
• Estimating the parameters of the generalized lambda distribution: which method performs best?
• Comparison of bootstrap and generalized bootstrap methods for estimating high quantiles
• An efficient estimator of the parameters of the generalized lambda distribution
• Simulating univariate and multivariate Tukey \(g\)-and-\(h\) distributions based on the method of percentiles
• Estimating the parameters of a generalized lambda distribution

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