An efficient estimator of the parameters of the generalized lambda distribution

被引：4

作者：

Dedduwakumara, Dilanka S. ^{[1
,2
]}

Prendergast, Luke A. ^{[1
]}

Staudte, Robert G. ^{[1
]}

机构：

[1] La Trobe Univ, Dept Math & Stat, Melbourne, Vic 3086, Australia

[2] Univ Adelaide, Sch Math Sci, Adelaide, SA, Australia

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2021年 / 91卷 / 01期

关键词：

Bootstrap interval estimator; generalized lambda distribution; probability density quantile; CONTINUOUS UNIVARIATE DISTRIBUTIONS;

D O I：

10.1080/00949655.2020.1808979

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Estimation of the four generalized lambda distribution parameters is not straightforward, and available estimators that perform best have large computation times. In this paper, we introduce a simple two-step estimator of the parameters that is comparatively very quick to compute and performs well when compared with other methods. This computational efficiency makes the use of bootstrapping to obtain interval estimators for the parameters possible. Simulations are used to assess the performance of the new estimators and applications to several data sets are included.

引用

页码：197 / 215

页数：19

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