Pages that link to "Item:Q92223"

The following pages link to Characterizing the generalized lambda distribution by L-moments (Q92223):

Displaying 17 items.

• GLDEX (Q27928) (← links)
• Confidence intervals for quantiles using generalized lambda distributions (Q92231) (← links)
• Flexible modelling of survival curves for censored data (Q268394) (← links)
• A method for simulating Burr type III and type XII distributions through \(L\)-moments and \(L\)-correlations (Q469805) (← links)
• Kumaraswamy's distribution: a beta-type distribution with some tractability advantages (Q537351) (← links)
• Comparing estimation methods for the FPLD (Q609697) (← links)
• Comparison of bootstrap and generalized bootstrap methods for estimating high quantiles (Q984653) (← links)
• Parameter estimation for the 4-parameter asymmetric exponential power distribution by the method of L-moments using R (Q1621375) (← links)
• Linking Tukey's legacy to financial risk measurement (Q1659149) (← links)
• A method for simulating nonnormal distributions with specified \(L\)-skew, \(L\)-kurtosis, and \(L\)-correlation (Q1954438) (← links)
• Estimating the Parameters of the Generalized Lambda Distribution: Which Method Performs Best? (Q2820997) (← links)
• Approximating Distributions by Extended Generalized Lambda Distribution (XGLD) (Q2905711) (← links)
• Fitting the generalized lambda distribution to pre-binned data (Q5222439) (← links)
• Comparison of estimation methods for the Weibull distribution (Q5299465) (← links)
• Flexible parametric quantile regression model (Q5963734) (← links)
• On the use of \(L\)-functionals in regression models (Q6083244) (← links)
• \(L\)-moments of asymmetric generalized distributions obtained through quantile splicing (Q6138707) (← links)