-
1
-
-
34147178182
-
L-moments and TL-moments of the generalized lambda distribution
-
Asquith W.H. L-moments and TL-moments of the generalized lambda distribution. Comput. Statist. Data Anal. 51 (2007) 4484-4496
-
(2007)
Comput. Statist. Data Anal.
, vol.51
, pp. 4484-4496
-
-
Asquith, W.H.1
-
2
-
-
35748944433
-
-
Bergevin, R.J., 1993. An analysis of the generalized lambda distribution. Master's Thesis, Air Force Institute of Technology, available from 〈http://stinet.dtic.mil〉.
-
-
-
-
3
-
-
29144452532
-
Application of lambda distributions and bootstrap analysis to the prediction of fatigue lifetime and confidence intervals
-
Bigerelle M., Najjar D., Fournier B., Rupin N., and Iost A. Application of lambda distributions and bootstrap analysis to the prediction of fatigue lifetime and confidence intervals. Internat. J. Fatigue 28 (2005) 223-236
-
(2005)
Internat. J. Fatigue
, vol.28
, pp. 223-236
-
-
Bigerelle, M.1
Najjar, D.2
Fournier, B.3
Rupin, N.4
Iost, A.5
-
4
-
-
0035589068
-
Option pricing based on the generalized lambda distribution
-
Corrado C.J. Option pricing based on the generalized lambda distribution. J. Future Markets 21 (2001) 213-236
-
(2001)
J. Future Markets
, vol.21
, pp. 213-236
-
-
Corrado, C.J.1
-
6
-
-
33846781323
-
Estimating the parameters of a generalized lambda distributions
-
Fournier B., Rupin N., Bigerellle M., Najjar D., Iost A., and Wilcox R. Estimating the parameters of a generalized lambda distributions. Comput. Statist. Data Anal. 51 (2007) 2813-2835
-
(2007)
Comput. Statist. Data Anal.
, vol.51
, pp. 2813-2835
-
-
Fournier, B.1
Rupin, N.2
Bigerellle, M.3
Najjar, D.4
Iost, A.5
Wilcox, R.6
-
7
-
-
33646726942
-
On simulating multivariate non-normal distributions from the generalized lambda distribution
-
Headrick T.C., and Mugdadib A. On simulating multivariate non-normal distributions from the generalized lambda distribution. Comput. Statist. Data Anal. 50 (2006) 3343-3353
-
(2006)
Comput. Statist. Data Anal.
, vol.50
, pp. 3343-3353
-
-
Headrick, T.C.1
Mugdadib, A.2
-
8
-
-
0000310360
-
L-moments: analysis and estimation of distributions using linear combinations of order statistics
-
Hosking J. L-moments: analysis and estimation of distributions using linear combinations of order statistics. J. Roy. Statist. Soc. B 52 1 (1990) 105-124
-
(1990)
J. Roy. Statist. Soc. B
, vol.52
, Issue.1
, pp. 105-124
-
-
Hosking, J.1
-
9
-
-
26944478564
-
On the characterization of distributions by their L-moments
-
Hosking J.R.M. On the characterization of distributions by their L-moments. J. Statist. Plann. Inference 136 1 (2006) 193-198
-
(2006)
J. Statist. Plann. Inference
, vol.136
, Issue.1
, pp. 193-198
-
-
Hosking, J.R.M.1
-
10
-
-
4444309359
-
On some expressions for variance, covariance, skewness and L-moments
-
Jones M.C. On some expressions for variance, covariance, skewness and L-moments. J. Stat. Plann. Inference 126 (2004) 97-106
-
(2004)
J. Stat. Plann. Inference
, vol.126
, pp. 97-106
-
-
Jones, M.C.1
-
11
-
-
0005813806
-
Fitting the generalized lambda distribution to data: a method based on percentiles
-
Karian Z.A., and Dudewicz E.J. Fitting the generalized lambda distribution to data: a method based on percentiles. Comm. Statist. Simulation Comput. 28 3 (1999) 793-819
-
(1999)
Comm. Statist. Simulation Comput.
, vol.28
, Issue.3
, pp. 793-819
-
-
Karian, Z.A.1
Dudewicz, E.J.2
-
12
-
-
85008760929
-
-
Chapman & Hall, CRC Press, London, Boca Raton, FL
-
Karian Z.A., and Dudewicz E.J. Fitting Statistical Distributions: The Generalized Lambda Distribution and Generalized Bootstrap Methods (2000), Chapman & Hall, CRC Press, London, Boca Raton, FL
-
(2000)
Fitting Statistical Distributions: The Generalized Lambda Distribution and Generalized Bootstrap Methods
-
-
Karian, Z.A.1
Dudewicz, E.J.2
-
14
-
-
0000886652
-
The extended generalized lambda distribution system for fitting distributions to data: history, completion of theory, tables, applications, the "final word" on moment fits
-
Karian Z.A., Dudewicz E.J., and McDonald P. The extended generalized lambda distribution system for fitting distributions to data: history, completion of theory, tables, applications, the "final word" on moment fits. Comm. Statist. Simulation Comput. 25 3 (1996) 611-642
-
(1996)
Comm. Statist. Simulation Comput.
, vol.25
, Issue.3
, pp. 611-642
-
-
Karian, Z.A.1
Dudewicz, E.J.2
McDonald, P.3
-
15
-
-
35748972544
-
-
Karvanen, J., 2003. Generation of correlated non-Gaussian random variables from independent components. In: Proceedings of Fourth International Symposium on Independent Component Analysis and Blind Signal Separation, ICA2003, pp. 769-774.
-
-
-
-
16
-
-
33750402871
-
Estimation of quantile mixtures via L-moments and trimmed L-moments
-
Karvanen J. Estimation of quantile mixtures via L-moments and trimmed L-moments. Comput. Statist. Data Anal. 51 2 (2006) 947-959
-
(2006)
Comput. Statist. Data Anal.
, vol.51
, Issue.2
, pp. 947-959
-
-
Karvanen, J.1
-
18
-
-
35748940185
-
-
King, R., 2006. gld: basic functions for the generalised (Tukey) lambda distribution. R package version 1.8.1.
-
-
-
-
19
-
-
0033409423
-
A startship estimation method for the generalized lambda distributions
-
King R., and MacGillivray H. A startship estimation method for the generalized lambda distributions. Australian and New Zealand J. Statist. 41 3 (1999) 353-374
-
(1999)
Australian and New Zealand J. Statist.
, vol.41
, Issue.3
, pp. 353-374
-
-
King, R.1
MacGillivray, H.2
-
20
-
-
0141931451
-
Estimating parameters of generalized lambda distribution
-
Lakhany A., and Mausser H. Estimating parameters of generalized lambda distribution. Algo Res. Quart. 3 3 (2000) 47-58
-
(2000)
Algo Res. Quart.
, vol.3
, Issue.3
, pp. 47-58
-
-
Lakhany, A.1
Mausser, H.2
-
22
-
-
0000238336
-
A simplex algorithm for function minimization
-
Nelder J.A., and Mead R. A simplex algorithm for function minimization. Comput. J. 7 (1965) 308-313
-
(1965)
Comput. J.
, vol.7
, pp. 308-313
-
-
Nelder, J.A.1
Mead, R.2
-
23
-
-
0022011759
-
Least squares estimation of the parameters of the generalized lambda distribution
-
Öztürk A., and Dale R. Least squares estimation of the parameters of the generalized lambda distribution. Technometrics 27 1 (1985) 81-84
-
(1985)
Technometrics
, vol.27
, Issue.1
, pp. 81-84
-
-
Öztürk, A.1
Dale, R.2
-
24
-
-
24044440983
-
-
Pal, S., 2005. Evaluation of non-normal process capability indices using generalized lambda distributions. Quality Eng. 77-85.
-
-
-
-
25
-
-
35748969479
-
-
R Development Core Team, 2006. R: a Language and Environment for Statistical Computing. R Foundation for Statistical Computing, Vienna, Austria. URL〈http://www.R-project.org〉.
-
-
-
-
26
-
-
0016027796
-
An approximate method for generating asymmetric random variables
-
Ramberg J.S., and Schmeiser B.W. An approximate method for generating asymmetric random variables. Comm. ACM 17 (1974) 78-82
-
(1974)
Comm. ACM
, vol.17
, pp. 78-82
-
-
Ramberg, J.S.1
Schmeiser, B.W.2
-
27
-
-
35748973442
-
-
Schnute, J., Boers, N., Haigh, R., et al., 2006. PBSmapping: PBS mapping 2. R package version 2.09.
-
-
-
-
28
-
-
33947627159
-
Numerical maximum log likelihood estimation for generalized lambda distributions
-
Su S. Numerical maximum log likelihood estimation for generalized lambda distributions. Comput. Statist. Data Anal. 51 (2007) 3983-3998
-
(2007)
Comput. Statist. Data Anal.
, vol.51
, pp. 3983-3998
-
-
Su, S.1
|