Parameter estimation of Tukey-type distributions: a comparative analysis
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Publication:5082585
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Cites work
- scientific article; zbMATH DE number 3637090 (Why is no real title available?)
- scientific article; zbMATH DE number 1250597 (Why is no real title available?)
- scientific article; zbMATH DE number 3204183 (Why is no real title available?)
- scientific article; zbMATH DE number 7679340 (Why is no real title available?)
- A Limited Memory Algorithm for Bound Constrained Optimization
- A mixture of generalized Tukey's g distributions
- A simple approach to the estimation of Tukey's gh distribution
- Bayesian estimation of \(g\)-and-\(k\) distributions using MCMC
- Conditional Heteroskedasticity in Asset Returns: A New Approach
- Efficient maximum approximated likelihood inference for Tukey's \(g\)-and-\(h\) distribution
- Generalized Tukey-type distributions with application to financial and teletraffic data
- Kurtosis modelling by means of the \(J\)-transformation
- Numerical maximum likelihood estimation for the \(g\)-and-\(k\) and generalized \(g\)-and-\(h\) distributions
- Parametric probability densities and distribution functions for Tukey \(g\)-and-\(h\) transformations and their use for fitting data
- Power kurtosis transformations: definition, properties and ordering
- Robust estimation of the parameters of \(g\)-\textit{and}-\(h\) distributions, with applications to outlier detection
- Robustness of ranking and selection rules using generalised \(g\)-and-\(k\) distributions
- Simulating univariate and multivariate Tukey \(g\)-and-\(h\) distributions based on the method of percentiles
- Some properties of the tukey g and h family of distributions
- The Quantitative Modeling of Operational Risk: Between G-and-H and EVT
- Tukey-Type Distributions in the Context of Financial Data
- Unconditional and conditional distributional models for the Nikkei index
- Using the gh distribution to model extreme wind speeds.
- \(gh\)-transformation of symmetrical distributions
Cited in
(6)- Tukey-Type Distributions in the Context of Financial Data
- Some properties of the tukey g and h family of distributions
- Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function
- Efficient maximum approximated likelihood inference for Tukey's \(g\)-and-\(h\) distribution
- Characterizing Tukey \(h\) and \(hh\)-distributions through \(L\)-moments and the \(L\)-correlation
- Comparison of statistical estimators for the parameters of some distributions.
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