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Estimating the parameters of a generalized lambda distribution

Author

Listed:
  • Fournier, B.
  • Rupin, N.
  • Bigerelle, M.
  • Najjar, D.
  • Iost, A.
  • Wilcox, R.

Abstract

No abstract is available for this item.

Suggested Citation

  • Fournier, B. & Rupin, N. & Bigerelle, M. & Najjar, D. & Iost, A. & Wilcox, R., 2007. "Estimating the parameters of a generalized lambda distribution," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 2813-2835, March.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:6:p:2813-2835
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    References listed on IDEAS

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    1. Thanasis Stengos & Ximing Wu, 2010. "Information-Theoretic Distribution Test with Application to Normality," Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 307-329.
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    Cited by:

    1. Canan G. Corlu & Alper Corlu, 2015. "Modelling exchange rate returns: which flexible distribution to use?," Quantitative Finance, Taylor & Francis Journals, vol. 15(11), pages 1851-1864, November.
    2. Yuzhi Cai, 2018. "A novel statistical approach to marketing campaigns," Working Papers 2018-21, Swansea University, School of Management.
    3. Karvanen, Juha & Nuutinen, Arto, 2008. "Characterizing the generalized lambda distribution by L-moments," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 1971-1983, January.
    4. Perepolkin, Dmytro & Goodrich, Benjamin & Sahlin, Ullrika, 2021. "The tenets of indirect inference in Bayesian models," OSF Preprints enzgs, Center for Open Science.
    5. Yuzhi Cai & Guodong Li, 2018. "A novel approach to modelling the distribution of financial returns," Working Papers 2018-22, Swansea University, School of Management.
    6. Perepolkin, Dmytro & Goodrich, Benjamin & Sahlin, Ullrika, 2023. "The tenets of quantile-based inference in Bayesian models," Computational Statistics & Data Analysis, Elsevier, vol. 187(C).
    7. Perepolkin, Dmytro & Lindsröm, Erik & Sahlin, Ullrika, 2023. "Quantile-parameterized distributions for expert knowledge elicitation," OSF Preprints tq3an, Center for Open Science.
    8. Chalabi, Yohan / Y. & Scott, David J & Wuertz, Diethelm, 2012. "An asymmetry-steepness parameterization of the generalized lambda distribution," MPRA Paper 37814, University Library of Munich, Germany.
    9. Yuzhi Cai, 2021. "Estimating expected shortfall using a quantile function model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4332-4360, July.

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