Parameter estimation of Tukey-type distributions: A comparative analysis

DOI10.1080/03610918.2019.1571604zbMath1489.62060OpenAlexW2930177810WikidataQ128122538 ScholiaQ128122538MaRDI QIDQ5082585

Marius Pfeuffer, Fabian Pfälzner, Matthias Fischer, Linda Möstel

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1571604

zbMATH Keywords

parameter estimationsimulation studymarket riskTukey-type distributions

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10)

Related Items

Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function

Uses Software

• LBFGS-B

Cites Work

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