Pages that link to "Item:Q4490205"

The following pages link to Fitting the generalized lambda distribution to data: a method based on percentiles (Q4490205):

Displaying 18 items.

• Characterizing the generalized lambda distribution by L-moments (Q92223) (← links)
• Comparison of bootstrap and generalized bootstrap methods for estimating high quantiles (Q984653) (← links)
• Linking Tukey's legacy to financial risk measurement (Q1659149) (← links)
• Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation (Q2241122) (← links)
• Simulating univariate and multivariate Tukey \(g\)-and-\(h\) distributions based on the method of percentiles (Q2510953) (← links)
• On kurtoses of two symmetric or asymmetric populations (Q2656077) (← links)
• Estimating the Parameters of the Generalized Lambda Distribution: Which Method Performs Best? (Q2820997) (← links)
• Interval Estimators for Inequality Measures Using Grouped Data (Q3305511) (← links)
• A quantile function approach to the distribution of financial returns following TGARCH models (Q3389299) (← links)
• Computational Issues in Fitting Statistical Distributions to Data (Q3602302) (← links)
• An efficient estimator of the parameters of the generalized lambda distribution (Q5033974) (← links)
• A new family of quantile functions and its applications (Q5078902) (← links)
• A survey of a hurdle model for heavy-tailed data based on the generalized lambda distribution (Q5085611) (← links)
• Confidence intervals for quantiles from histograms and other grouped data (Q5086305) (← links)
• A simple and efficient method for finding the closest generalized lambda distribution to a specific model (Q5193309) (← links)
• Estimation of the Generalized Lambda Distribution Parameters for Grouped Data (Q5697403) (← links)
• Matching distributions for survival data (Q6059394) (← links)
• Moment estimation based on quantiles (Q6607908) (← links)