scientific article
From MaRDI portal
Publication:3535086
zbMath1153.65010MaRDI QIDQ3535086
Todd C. Headrick, Yanyan Sheng, Rhonda K. Kowalchuk
Publication date: 10 November 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
momentsalgorithmssimulationnumerical examplesMonte Carlo methodrandom variable generationstatistical modelingnon-normal distributionsdistribution fitting\(g\)-and-\(h\) transformations
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (14)
Dynamic quantile function models ⋮ Comparing the variances or robust measures of scale of two dependent variables ⋮ Effective sample size for line transect sampling models with an application to marine macroalgae ⋮ High-Dimensional Copula Variational Approximation Through Transformation ⋮ Parameter estimation of Tukey-type distributions: A comparative analysis ⋮ A characterization of power method transformations through the method of percentiles ⋮ Theoretical considerations when simulating data from the g‐and‐h family of distributions ⋮ A logistic \(L\)-moment-based analog for the Tukey \(g-h\), \(g\), \(h\), and \(h-h\) system of distributions ⋮ An \(L\)-moment-based analog for the Schmeiser-Deutsch class of distributions ⋮ A doubling method for the generalized lambda distribution ⋮ Characterizing Tukey \(h\) and \(hh\)-distributions through \(L\)-moments and the \(L\)-correlation ⋮ A method for simulating nonnormal distributions with specified \(L\)-skew, \(L\)-kurtosis, and \(L\)-correlation ⋮ Simulating univariate and multivariate Tukey \(g\)-and-\(h\) distributions based on the method of percentiles ⋮ Estimating large losses in insurance analytics and operational risk using the g-and-h distribution
This page was built for publication: