Aproximation with generalized lambda distribution using method of moments

This article deals with practical problems of fitting empirical data with generalized lambda distribution. Given method based on moment matching is illustrated on a practical example.

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Year of publication:	2007
Authors:	Friebel, Ludvík ; Friebelová, Jana
Published in:	Acta Universitatis Bohemiae Meridionales. - Ekonomická Fakulta, ISSN 2336-4297. - Vol. 10.2007, 1, p. 93-96
Publisher:	Ekonomická Fakulta
Subject:	fitting \| generalized lambda distribution \| numerical solution \| Newton`s method \| entry point \| moment \| estimation

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010822820