Parameter estimation of Tukey-type distributions: a comparative analysis
DOI10.1080/03610918.2019.1571604zbMATH Open1489.62060OpenAlexW2930177810WikidataQ128122538 ScholiaQ128122538MaRDI QIDQ5082585FDOQ5082585
Authors: Linda Möstel, Matthias Fischer, Fabian Pfälzner, Marius Pfeuffer 
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
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Computational methods for problems pertaining to statistics (62-08) Exact distribution theory in statistics (62E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)
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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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