Pages that link to "Item:Q4188574"

The following pages link to A Probability Distribution and Its Uses in Fitting Data (Q4188574):

Displaying 50 items.

• Numerical maximum log likelihood estimation for generalized lambda distributions (Q92229) (← links)
• Flexible modelling of survival curves for censored data (Q268394) (← links)
• Estimation of the generalized lambda distribution from censored data (Q467885) (← links)
• Measuring inequality and social welfare from any arbitrary distribution (Q467891) (← links)
• A new method for generating families of continuous distributions (Q478372) (← links)
• A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
• Comparing estimation methods for the FPLD (Q609697) (← links)
• An analysis of quantile measures of kurtosis: center and tails (Q840982) (← links)
• Testing structural equation models: the effect of kurtosis (Q901622) (← links)
• The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210) (← links)
• Tests for regression models with heteroskedasticity of unknown form (Q959357) (← links)
• On simulating multivariate non-normal distributions from the generalized lambda distribution (Q959414) (← links)
• Nonparametric estimation of the threshold at an operating point on the ROC curve (Q961940) (← links)
• Comparison of bootstrap and generalized bootstrap methods for estimating high quantiles (Q984653) (← links)
• Estimating the parameters of a generalized lambda distribution (Q1019911) (← links)
• The generalized lambda distribution as a survival model: The generalized single hit model (Q1107253) (← links)
• A proposal on improved procedures for estimating task-time distributions in PERT (Q1127234) (← links)
• Rank-based tests for interactions in a two-way design. (Q1277687) (← links)
• Robustness of tests for error components models to non-normality (Q1350560) (← links)
• Resistant outlier rules and the non-Gaussian case. (Q1575207) (← links)
• Weighted quantile-based estimation for a class of transformation distributions. (Q1603674) (← links)
• A test of normality with high uniform power. (Q1614832) (← links)
• Linking Tukey's legacy to financial risk measurement (Q1659149) (← links)
• Assessing classifiers in terms of the partial area under the ROC curve (Q1800075) (← links)
• Simulation input data modeling (Q1805479) (← links)
• A level crossing quantile estimation method (Q1807830) (← links)
• An improved method for comparing variances when distributions have non-identical shapes (Q1896178) (← links)
• A one-way random effects model for trimmed means (Q1901346) (← links)
• The percentage bend correlation coefficient (Q1901369) (← links)
• Robustness to nonnormality of regression \(F\)-tests (Q1915446) (← links)
• A doubling method for the generalized lambda distribution (Q1954415) (← links)
• A method for simulating nonnormal distributions with specified \(L\)-skew, \(L\)-kurtosis, and \(L\)-correlation (Q1954438) (← links)
• Estimation of parameters of the shifted Gompertz distribution using least squares, maximum likelihood and moments methods (Q2252762) (← links)
• On a general class of probability distributions and its applications (Q2259216) (← links)
• An effective approach for probabilistic lifetime modelling based on the principle of maximum entropy with fractional moments (Q2294790) (← links)
• A new class of quantile functions useful in reliability analysis (Q2321828) (← links)
• The robustness of the RESET test to non-normal error terms (Q2463419) (← links)
• On construction and simulation of count data models (Q2479442) (← links)
• Bayesian estimation of \(g\)-and-\(k\) distributions using MCMC (Q2488375) (← links)
• Approximating Distributions by Extended Generalized Lambda Distribution (XGLD) (Q2905711) (← links)
• (Q2969403) (← links)
• VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING (Q3022047) (← links)
• Some pitfalls of tests of separate families of hypotheses: normality vs. lognormality (Q3135492) (← links)
• A new family of probability distributions with applications to data analysis (Q3135588) (← links)
• The Completeness and Uniqueness of Johnson's System in Skewness–Kurtosis Space (Q3155382) (← links)
• Comparing variances and means when distributions have non-identical shapes (Q3201322) (← links)
• Extended Models for Quantal Response Data (Q3201484) (← links)
• a study of the generalized tukey lambda family (Q3472985) (← links)
• (Q3479413) (← links)
• A new computational tool for analysing dynamic hedging under transaction costs (Q3518380) (← links)