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Numerical maximum log likelihood estimation for generalized lambda distributions

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  • Su, Steve

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  • Su, Steve, 2007. "Numerical maximum log likelihood estimation for generalized lambda distributions," Computational Statistics & Data Analysis, Elsevier, vol. 51(8), pages 3983-3998, May.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:8:p:3983-3998
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    Cited by:

    1. Peterson Owusu Junior & Imhotep Alagidede & George Tweneboah, 2020. "Shape-shift contagion in emerging markets equities: evidence from frequency- and time-domain analysis," Economics and Business Letters, Oviedo University Press, vol. 9(3), pages 146-156.
    2. 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.
    3. Su, Steve, 2007. "Fitting Single and Mixture of Generalized Lambda Distributions to Data via Discretized and Maximum Likelihood Methods: GLDEX in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 21(i09).
    4. Su, Steve, 2009. "Confidence intervals for quantiles using generalized lambda distributions," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3324-3333, July.
    5. 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.
    6. Busch, Christopher & Ludwig, Alexander, 2020. "Higher-order income risk over the business cycle," SAFE Working Paper Series 274, Leibniz Institute for Financial Research SAFE.
    7. Majid Ahmadabadi & Yaghub Farjami & Mohammad Bameni Moghadam, 2012. "A process control method based on five-parameter generalized lambda distribution," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(4), pages 1097-1111, June.
    8. Chu-Ping C. Vijverberg & Wim P. M. Vijverberg, 2016. "Pregibit: a family of binary choice models," Empirical Economics, Springer, vol. 50(3), pages 901-932, May.
    9. Vijverberg, Chu-Ping C. & Vijverberg, Wim P.M. & Taşpınar, Süleyman, 2016. "Linking Tukey’s legacy to financial risk measurement," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 595-615.
    10. Hasebe, Takuya & Vijverberg, Wim P., 2012. "A Flexible Sample Selection Model: A GTL-Copula Approach," IZA Discussion Papers 7003, Institute of Labor Economics (IZA).
    11. Steve Su, 2018. "The Danger of Doing Power Calculations Using Only Descriptive Statistics," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 5(4), pages 113-114, March.
    12. 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.
    13. 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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