The Johnson System: Selection and Parameter Estimation
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Cited in
(34)- On an integrated approach to member selection and parameter estimation for Pearson distributions
- A comparison between Rosenblatt's estimator and parametric density estimators for determining test limits.
- Weighted quantile-based estimation for a class of transformation distributions.
- Dynamic portfolio insurance strategies: risk management under Johnson distributions
- A study on modeling the dynamics of statistically dependent returns
- Simulation input data modeling
- Forward and inverse structural uncertainty propagations under stochastic variables with arbitrary probability distributions
- On a heavy-tailed parametric quantile regression model for limited range response variables
- Effectiveness of carbon pricing policies for promoting urban freight electrification: analysis of last mile delivery in Madrid
- A multistage stochastic programming framework for cardinality constrained portfolio optimization
- Model-independent price bounds for catastrophic mortality bonds
- Fitting data to the johnson system
- Estimation procedures and prediction intervals
- Constrained maximization of the Shapiro-Wilk \(W\) statistic to estimate parameters of the Johnson \(S_{B}\) distribution
- Shape properties of the g-and-h and johnson families
- Using mixture density functions for modelling of wage distributions
- The Completeness and Uniqueness of Johnson's System in Skewness–Kurtosis Space
- New class of Johnson S_B distributions and its associated regression model for rates and proportions
- Estimating consumer acceptance limits
- Solutions to Johnson's SBand SU
- SBandSUdistributions fitted by percentiles a general criterion
- The starship for point estimates and confidence intervals on a mean and for percentiles
- An algorithm to determine the parameters ofSU-curves in the johnson system of probabillity distributions by moment matching∗
- Optimal portfolio positioning within generalized Johnson distributions
- On using percentiles to fit data by a johnson distribution
- Efficient risk measures calculations for generalized CreditRisk\(^+\) models
- Improved maximum likelihood estimators for the parameters of the Johnson SB distribution
- Improving the accuracy of identifying the lognormal curve in the Johnson system
- A control chart for variance based on squared ranks
- Evolutionary estimation of parameters of Johnson distributions
- A multi-region active learning kriging method for response distribution construction of highly nonlinear problems
- Distribution-free monitoring of univariate processes
- Comparison of five estimation methods for the parameters of the Johnson unbounded distribution using simulated and real-data samples
- Distribution modeling and simulation of gene expression data
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