The extended generalized lambda distribution system for fitting distributions to data: history, completion of theory, tables, applications, the “final word” on moment fits
DOI10.1080/03610919608813333zbMATH Open0909.62007OpenAlexW1992394918MaRDI QIDQ4337283FDOQ4337283
Authors: Zaven A. Karian, Edward J. Dudewicz, Patrick McDonald 
Publication date: 14 March 1999
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919608813333
Recommendations
method of momentsdata fittinggeneralized beta distributiongeneralized lambda distributionsystem of probability distributions
Probabilistic methods, stochastic differential equations (65C99) Characterization and structure theory of statistical distributions (62E10)
Cites Work
- A Probability Distribution and Its Uses in Fitting Data
- An approximate method for generating asymmetric random variables
- Title not available (Why is that?)
- Title not available (Why is that?)
- Pameters for a general system of distributions to match a grid of α3and α4
- An approximate method for generating symmetric random variables
- On Convergence Properties of Algorithms for Unconstrained Minimization
- The Nelder-Mead Simplex Procedure for Function Minimization
- Title not available (Why is that?)
- Relation between the shape of population distribution and the robustness of four simple test statistics
Cited In (28)
- A survey of a hurdle model for heavy-tailed data based on the generalized lambda distribution
- Methods for generating families of univariate continuous distributions in the recent decades
- Fitting the Generalized Lambda Distribution with Location and Scale-Free Shape Functionals
- Fitting the Generalized Lambda Distribution (GLD) System by A Method of Percentiles, II: Tables
- On some data oriented robust estimation procedures for means
- Computational Issues in Fitting Statistical Distributions to Data
- Partial Moments of Generalized Lambda Distribution
- GTL regression: a linear model with skewed and thick-tailed disturbances
- Approximating distributions by extended generalized lambda distribution (XGLD)
- Estimation of the Generalized Lambda Distribution Parameters for Grouped Data
- Comparing estimation methods for the FPLD
- A multi-region active learning kriging method for response distribution construction of highly nonlinear problems
- Independent component analysis via optimum combining of kurtosis and skewness-based criteria
- Linking Tukey's legacy to financial risk measurement
- Handbook of fitting statistical distributions with R. With CD-ROM.
- Characterizing the generalized lambda distribution by L-moments
- Confidence intervals for quantiles using generalized lambda distributions
- Numerical maximum log likelihood estimation for generalized lambda distributions
- Fitting the generalized lambda distribution to data: a method based on percentiles
- Title not available (Why is that?)
- The Extended Generalized Lambda Distribution (EGLD) System for Fitting Distributions to Data with Moments, II: Tables
- Comparison of bootstrap and generalized bootstrap methods for estimating high quantiles
- A Bivariate Generalized Lambda Distribution (GLD-2) using Plackett's Method of Construction: Distribution, Examples and Applications
- An efficient estimator of the parameters of the generalized lambda distribution
- A quantile function approach to the distribution of financial returns following TGARCH models
- On some robust estimation procedures for quantiles based on data
- On simulating multivariate non-normal distributions from the generalized lambda distribution
- Distributional Modeling of Pipeline Leakage Repair Costs for a Water Utility Company
This page was built for publication: The extended generalized lambda distribution system for fitting distributions to data: history, completion of theory, tables, applications, the “final word” on moment fits
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4337283)
