A small sample comparison of maximum likelihood, moments and L-moments methods for the asymmetric exponential power distribution

Computational Statistics and Data Analysis

Volumn 52, Issue 3, 2008, Pages 1661-1673

  Delicado, P ^a   Goria, M N ^b  

^a UNIVERSITAT POLITÈCNICA DE CATALUNYA   (Spain)

^b UNIVERSITY OF TRENTO   (Italy)

Author keywords

Asymmetric distribution; Heavy tails distribution; Mean Square Error; Numerical optimization; Simulation output data analysis

Indexed keywords

ASYMPTOTIC STABILITY; MAXIMUM LIKELIHOOD; MEAN SQUARE ERROR; METHOD OF MOMENTS;

ASYMMETRIC DISTRIBUTION; HEAVY TAILS DISTRIBUTION; L MOMENTS; NUMERICAL OPTIMIZATION; SIMULATION OUTPUT DATA ANALYSIS;

SAMPLED DATA CONTROL SYSTEMS;

EID: 35548996314     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2007.05.021     Document Type: Article

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