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Characterizing the generalized lambda distribution by L-moments

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  • Karvanen, Juha
  • Nuutinen, Arto

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  • 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.
    • Handle: RePEc:eee:csdana:v:52:y:2008:i:4:p:1971-1983
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    References listed on IDEAS

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    1. Elamir, Elsayed A. H. & Seheult, Allan H., 2003. "Trimmed L-moments," Computational Statistics & Data Analysis, Elsevier, vol. 43(3), pages 299-314, July.
    2. 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.
    3. Su, Steve, 2007. "Numerical maximum log likelihood estimation for generalized lambda distributions," Computational Statistics & Data Analysis, Elsevier, vol. 51(8), pages 3983-3998, May.
    4. Headrick, Todd C. & Mugdadi, Abdel, 2006. "On simulating multivariate non-normal distributions from the generalized lambda distribution," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3343-3353, July.
    5. 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.
    6. 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.
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    Cited by:

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    2. Steve Su, 2016. "Flexible modelling of survival curves for censored data," Journal of Statistical Distributions and Applications, Springer, vol. 3(1), pages 1-20, December.
    3. 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.
    4. Guan-Jun Lei & Jun-Xian Yin & Wen-Chuan Wang & Hao Wang, 2018. "The Analysis and Improvement of the Fuzzy Weighted Optimum Curve-Fitting Method of Pearson – Type III Distribution," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 32(14), pages 4511-4526, November.
    5. Su, Steve, 2009. "Confidence intervals for quantiles using generalized lambda distributions," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3324-3333, July.
    6. Asquith, William H., 2014. "Parameter estimation for the 4-parameter Asymmetric Exponential Power distribution by the method of L-moments using R," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 955-970.
    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.

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