Moment estimation based on quantiles

DOI10.1002/WICS.1267zbMATH Open1545.62124MaRDI QIDQ6607908FDOQ6607908

Authors: Haobo Ren, Weining Shen, Richard W. H. Wu, Yuh-Wen Soo 

Publication date: 19 September 2024

Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

quantilemoment estimationgeneralized \(\lambda\) distribution

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

• Characterizing the generalized lambda distribution by L-moments
• Numerical maximum log likelihood estimation for generalized lambda distributions
• L-moments and TL-moments of the generalized lambda distribution
• a study of the generalized tukey lambda family
• Fitting the generalized lambda distribution to data: a method based on percentiles
• An approximate method for generating asymmetric random variables
• Low Moments for Small Samples: A Comparative Study of Order Statistics

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