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

MaRDI QIDQ2834320zbMATH OpenFDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)

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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
• Statistical comparison of the goodness of fit delivered by five families of distributions used in distribution fitting
• A simple and efficient method for finding the closest generalized lambda distribution to a specific model
• 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
• Simulating univariate and multivariate Tukey \(g\)-and-\(h\) distributions based on the method of percentiles
• An efficient estimator of the parameters of the generalized lambda distribution
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