| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 415448 | Computational Statistics & Data Analysis | 2008 | 13 Pages |
Abstract
Three methods of estimation, namely maximum likelihood, moments and LL-moments, when data come from an asymmetric exponential power distribution are considered. This is a very flexible four-parameter family exhibiting variety of tail and shape behaviours. The analytical expression of the first four L-moments of these distributions are derived, allowing for the use of L-moments estimators. A simulation study compares the three estimation methods in small samples.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
P. Delicado, M.N. Goria,