Characterizing the generalized lambda distribution by L-moments

DOI10.1016/j.csda.2007.06.021zbMath1452.62181arXivmath/0701405OpenAlexW2075698830WikidataQ109374038 ScholiaQ109374038MaRDI QIDQ92223

Arto Nuutinen, Juha Karvanen, Arto Nuutinen, Juha Karvanen

Publication date: January 2008

Published in: Computational Statistics & Data Analysis, Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0701405

zbMATH Keywords

kurtosisskewnessmethod of momentsmethod of L-momentsL-moment ratio diagram

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10)

Related Items (17)

Flexible modelling of survival curves for censored data ⋮ Parameter estimation for the 4-parameter asymmetric exponential power distribution by the method of L-moments using R ⋮ Approximating Distributions by Extended Generalized Lambda Distribution (XGLD) ⋮ Comparison of estimation methods for the Weibull distribution ⋮ Linking Tukey's legacy to financial risk measurement ⋮ Comparing estimation methods for the FPLD ⋮ On the use of \(L\)-functionals in regression models ⋮ \(L\)-moments of asymmetric generalized distributions obtained through quantile splicing ⋮ A method for simulating nonnormal distributions with specified \(L\)-skew, \(L\)-kurtosis, and \(L\)-correlation ⋮ A method for simulating Burr type III and type XII distributions through \(L\)-moments and \(L\)-correlations ⋮ Kumaraswamy's distribution: a beta-type distribution with some tractability advantages ⋮ Confidence intervals for quantiles using generalized lambda distributions ⋮ Comparison of bootstrap and generalized bootstrap methods for estimating high quantiles ⋮ Flexible parametric quantile regression model ⋮ Fitting the generalized lambda distribution to pre-binned data ⋮ Estimating the Parameters of the Generalized Lambda Distribution: Which Method Performs Best? ⋮ GLDEX

Uses Software

• R
• LMOMENTS
• PBSmapping
• gld

Cites Work

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• Adaptive score functions for maximum likelihood ICA
• On some expressions for variance, covariance, skewness and L-moments
• On the characterization of distributions by their \(L\)-moments
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• Fitting the generalized lambda distribution to data: a method based on percentiles
• Theory & Methods: A Starship Estimation Method for the Generalized λ Distributions
• An approximate method for generating asymmetric random variables
• A Simplex Method for Function Minimization

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