A simple approach to the estimation of Tukey's gh distribution
DOI10.1080/00949655.2016.1164159OpenAlexW2331368720MaRDI QIDQ5221530FDOQ5221530
Authors: Marco Bee, Luca Trapin 
Publication date: 1 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2016.1164159
approximate Bayesian computationrisk measurementapproximate maximum likelihoodaccept-reject algorithm
Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)
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Cited In (8)
- Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach
- Some properties of the tukey g and h family of distributions
- Parameter estimation of Tukey-type distributions: A comparative analysis
- Estimating large losses in insurance analytics and operational risk using the g-and-h distribution
- Approximate maximum likelihood estimation of the Bingham distribution
- A characteristic function-based approach to approximate maximum likelihood estimation
- Performances of some goodness-of-fit tests for sampling designs in ranked set sampling
- The truncated g-and-h distribution: estimation and application to loss modeling
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