Numerical maximum likelihood estimation for the g-and-k and generalized g-and-h distributions
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Numerical maximum likelihood estimation for the \(g\)-and-\(k\) and generalized \(g\)-and-\(h\) distributions
Numerical maximum likelihood estimation for the \(g\)-and-\(k\) and generalized \(g\)-and-\(h\) distributions
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Cited in
(38)- An approximate likelihood perspective on ABC methods
- Statistical and computational tradeoff in genetic algorithm-based estimation
- Generalized Control Charts for Non-Normal Data Usingg-and-kDistributions
- Parameter estimation of Tukey-type distributions: a comparative analysis
- Letter to the Editor
- EDI-Graphic: A Tool To Study Parameter Discrimination and Confirm Identifiability in Black-Box Models, and to Select Data-Generating Machines
- On robust algorithm for finding maximum likelihood estimation of the generalized inverse Gaussian distribution
- Efficient maximum approximated likelihood inference for Tukey's \(g\)-and-\(h\) distribution
- Control charts based on the \(g\)-and-\(h\) distribution
- A credibility framework for extreme value-at-risk
- Multiple imputation using multivariate \(gh\) transformations
- Weighted quantile-based estimation for a class of transformation distributions.
- Approximate maximum likelihood estimation using data-cloning ABC
- Semi-automatic selection of summary statistics for ABC model choice
- Likelihood-free approximate Gibbs sampling
- Approximate Bayesian Computation for a Class of Time Series Models
- Bayesian parametric bootstrap for models with intractable likelihoods
- Study of compound generalized Nakagami-generalized inverse Gaussian distribution and related densities: application to ultrasound imaging
- Bayesian Synthetic Likelihood
- Dynamic quantile function models
- Hybrid elicitation and quantile-parametrized likelihood
- A transdimensional approximate Bayesian computation using the pseudo-marginal approach for model choice
- Robust estimation of the parameters of \(g\)-\textit{and}-\(h\) distributions, with applications to outlier detection
- Simultaneous adjustment of bias and coverage probabilities for confidence intervals
- Bayesian estimation of \(g\)-and-\(k\) distributions using MCMC
- Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach
- Comparing estimation methods for the FPLD
- On Families of Distributions with Shape Parameters
- Robust measures of tail weight
- Bayesian indirect inference using a parametric auxiliary model
- Likelihood-free Bayesian estimation of multivariate quantile distributions
- A comparison of likelihood-free methods with and without summary statistics
- Quantile-distribution functions and their use for classification, with application to naïve Bayes classifiers
- Generalized Tukey-type distributions with application to financial and teletraffic data
- Robust quantification of the exposure to operational risk: bringing economic sense to economic capital
- Sequentially guided MCMC proposals for synthetic likelihoods and correlated synthetic likelihoods
- A simple approach to the estimation of Tukey's gh distribution
- Estimating large losses in insurance analytics and operational risk using the g-and-h distribution
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