IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v51y2007i9p4484-4496.html
   My bibliography  Save this article

L-moments and TL-moments of the generalized lambda distribution

Author

Listed:
  • Asquith, William H.

Abstract

No abstract is available for this item.

Suggested Citation

  • 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.
  • Handle: RePEc:eee:csdana:v:51:y:2007:i:9:p:4484-4496
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(06)00230-1
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Elamir, Elsayed A. H. & Seheult, Allan H., 2003. "Trimmed L-moments," Computational Statistics & Data Analysis, Elsevier, vol. 43(3), pages 299-314, July.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.
    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. Su, Steve, 2009. "Confidence intervals for quantiles using generalized lambda distributions," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3324-3333, July.
    5. 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.
    6. Yifan Jia & Songbai Song & Liting Ge, 2023. "Trimmed L-Moments of the Pearson Type III Distribution for Flood Frequency Analysis," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 37(3), pages 1321-1340, February.
    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. Mohamad Najib Ibrahim, 2022. "Assessment of the Uncertainty Associated with Statistical Modeling of Precipitation Extremes for Hydrologic Engineering Applications in Amman, Jordan," Sustainability, MDPI, vol. 14(24), pages 1-20, December.
    9. Delicado, P. & Goria, M.N., 2008. "A small sample comparison of maximum likelihood, moments and L-moments methods for the asymmetric exponential power distribution," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1661-1673, January.
    10. Jung, Christopher & Schindler, Dirk, 2023. "Introducing a new wind speed complementarity model," Energy, Elsevier, vol. 265(C).
    11. Jung, Christopher & Schindler, Dirk, 2022. "On the influence of wind speed model resolution on the global technical wind energy potential," Renewable and Sustainable Energy Reviews, Elsevier, vol. 156(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Serfling, Robert & Xiao, Peng, 2007. "A contribution to multivariate L-moments: L-comoment matrices," Journal of Multivariate Analysis, Elsevier, vol. 98(9), pages 1765-1781, October.
    2. Gourieroux, C. & Jasiak, J., 2008. "Dynamic quantile models," Journal of Econometrics, Elsevier, vol. 147(1), pages 198-205, November.
    3. Darolles, Serge & Gourieroux, Christian & Jasiak, Joann, 2009. "L-performance with an application to hedge funds," Journal of Empirical Finance, Elsevier, vol. 16(4), pages 671-685, September.
    4. 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.
    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. Gareth W. Peters & Wilson Ye Chen & Richard H. Gerlach, 2016. "Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments," Risks, MDPI, vol. 4(2), pages 1-41, May.
    7. 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.
    8. Delicado, P. & Goria, M.N., 2008. "A small sample comparison of maximum likelihood, moments and L-moments methods for the asymmetric exponential power distribution," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1661-1673, January.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:51:y:2007:i:9:p:4484-4496. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.