A small sample comparison of maximum likelihood, moments and L-moments methods for the asymmetric exponential power distribution
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 52 (2008)
Issue (Month): 3 (January)
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Web page: http://www.elsevier.com/locate/csda
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Asquith, William H., 2007. "L-moments and TL-moments of the generalized lambda distribution," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4484-4496, May.
- Jose T.A.S. Ferreira & Mark F.J. Steel, 2004.
"A Constructive Representation of Univariate Skewed Distributions,"
- Ferreira, Jose T.A.S. & Steel, Mark F.J., 2006. "A Constructive Representation of Univariate Skewed Distributions," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 823-829, June.
- Karvanen, Juha, 2006. "Estimation of quantile mixtures via L-moments and trimmed L-moments," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 947-959, November.
- Elamir, Elsayed A. H. & Seheult, Allan H., 2003. "Trimmed L-moments," Computational Statistics & Data Analysis, Elsevier, vol. 43(3), pages 299-314, July.
- Hazan, Alon & Landsman, Zinoviy & E Makov, Udi, 2003. "Robustness via a mixture of exponential power distributions," Computational Statistics & Data Analysis, Elsevier, vol. 42(1-2), pages 111-121, February.
- Adelchi Azzalini, 2005. "The Skew-normal Distribution and Related Multivariate Families," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association, vol. 32(2), pages 159-188.
- Bickel, David R., 2002. "Robust estimators of the mode and skewness of continuous data," Computational Statistics & Data Analysis, Elsevier, vol. 39(2), pages 153-163, April.
- Barriga, Gladys D.C. & Louzada-Neto, Franscisco & Cancho, Vicente G., 2011. "The complementary exponential power lifetime model," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1250-1259, March.
- Di Nardo, E. & Guarino, G. & Senato, D., 2008. "Symbolic computation of moments of sampling distributions," Computational Statistics & Data Analysis, Elsevier, vol. 52(11), pages 4909-4922, July.
- Bertrand B. Maillet & Jean-Philippe R. Médecin, 2010. "Extreme Volatilities, Financial Crises and L-moment Estimations of Tail-indexes," Working Papers 2010_10, Department of Economics, University of Venice "Ca' Foscari".
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