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  • Search: subject:"lambda distribution"
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Year of publication
Subject
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generalized lambda distribution 12 Statistische Verteilung 10 Statistical distribution 9 Schätztheorie 8 Estimation theory 7 Generalized Tukey Lambda distribution 5 GMM 4 Generalized Lambda Distribution 4 Asymptotic efficiency 3 Generalized lambda distribution 3 Generalized lambda distribution (GLD) 3 Kurtosis 3 Outside rate 3 Resistance 3 Risk and Uncertainty 3 Skewness 3 Small-sample bias 3 Theorie 3 arbitrage pricing model 3 identification 3 linear regression 3 non-Gaussian errors 3 non-invertibility 3 options on futures 3 robust estimation 3 simulation-based estimation 3 skewness 3 theory of storage 3 Agribusiness 2 Agricultural Finance 2 Börsenkurs 2 Capital income 2 Crop Production/Industries 2 Emerging economies 2 Financial Economics 2 Goodness-of-fit 2 Kapitaleinkommen 2 Maximum likelihood 2 Method of moments 2 Momentenmethode 2
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Online availability
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Free 27 Undetermined 6 CC license 2
Type of publication
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Book / Working Paper 19 Article 15 Other 1
Type of publication (narrower categories)
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Working Paper 8 Article in journal 7 Aufsatz in Zeitschrift 7 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article 2 Thesis 1
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Language
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English 21 Undetermined 14
Author
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Hasebe, Takuya 5 Bozic, Marin 4 Ng, Serena 4 Alagidede, Imhotep Paul 3 Carling, Kenneth 3 Owusu Junior, Peterson 3 Vijverberg, Wim P. 3 Fortenbery, T. Randall 2 Friebel, Ludvík 2 Friebelová, Jana 2 Gospodinov, Nikolaj 2 Gospodinov, Nikolay 2 Jeyasreedharan, Nagaratnam 2 Khounisiavash, Mohsen 2 Mosleh, Maryam 2 Movahedi, Mohammad Mehdi 2 Otadi, Mahmood 2 Vijverberg, Wim P. M. 2 Asquith, William H. 1 Chalabi, Yohan 1 Chifurira, Retius 1 Chinhamu, Knowledge 1 Fujikoshi, Yasunori 1 Gould, Brian W. 1 Khatri, Chinubal 1 Klein, Ingo 1 Langsrud, Øyvind 1 Mangold, Benedikt 1 Newton, John 1 Palmitesta, Paola 1 Pekár, Juraj 1 Poskitt, D. S. 1 Prendergast, Luke A. 1 Provasi, Corrado 1 Pčolár, Mário 1 Sarabia, Jose-Mari 1 Scott, David J 1 Skeels, C. L. 1 Staudte, Robert G. 1 Su, Steve yu Shuo 1
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Institution
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Agricultural and Applied Economics Association - AAEA 2 Institute for the Study of Labor (IZA) 2 Department of Econometrics and Business Statistics, Monash Business School 1 Ekonomski Institut Zagreb 1 Federal Reserve Bank of Atlanta 1 Institutet för Arbetsmarknads- och Utbildningspolitisk Utvärdering (IFAU), Arbetsmarknadsdepartementet 1 Society for Computational Economics - SCE 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
All
IZA Discussion Papers 4 Working Paper 2 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 1 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 1 Acta Universitatis Bohemiae Meridionales 1 Annals of the Institute of Statistical Mathematics 1 Central European journal of operations research 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Computational Statistics & Data Analysis 1 Computing in Economics and Finance 2004 1 Discussion paper series / IZA 1 Econometric Reviews 1 Economics and Business Letters : EBL 1 IWQW discussion paper series 1 International journal of finance & banking studies : JJFBS 1 Journal of Industrial Engineering International 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of economic inequality 1 Journal of industrial engineering international 1 MPRA Paper 1 Monash Econometrics and Business Statistics Working Papers 1 Statistical Papers / Springer 1 Working Paper / Federal Reserve Bank of Atlanta 1 Working Paper Series / Institutet för Arbetsmarknads- och Utbildningspolitisk Utvärdering (IFAU), Arbetsmarknadsdepartementet 1 Working Papers / Ekonomski Institut Zagreb 1 Working paper / IFAU - Institute for Labour Market Policy Evaluation 1 Working papers / Federal Reserve Bank of Atlanta 1
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Source
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RePEc 15 ECONIS (ZBW) 11 EconStor 6 BASE 3
Showing 1 - 10 of 35
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On the goodness-of-fits of the generalized lambda distribution on high-frequency stock index returns
Owusu Junior, Peterson; Jeyasreedharan, Nagaratnam; … - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-20
In this paper, we investigate the goodness-of-fit of the flexible four-parameter generalized Lambda Distribution (GLD …
Persistent link: https://www.econbiz.de/10015074104
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Cover Image
On the goodness-of-fits of the generalized lambda distribution on high-frequency stock index returns
Owusu Junior, Peterson; Jeyasreedharan, Nagaratnam; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-20
In this paper, we investigate the goodness-of-fit of the flexible four-parameter generalized Lambda Distribution (GLD …
Persistent link: https://www.econbiz.de/10013426215
Saved in:
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Value at risk estimation using GAS models with heavy tailed distributions for cryptocurrencies
Subramoney, Stephanie Danielle; Chinhamu, Knowledge; … - In: International journal of finance & banking studies : JJFBS 10 (2021) 4, pp. 40-54
Persistent link: https://www.econbiz.de/10012653269
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Shape-shift contagion in emerging markets equities : evidence from frequency- and time-domain analysis
Owusu Junior, Peterson; Alagidede, Imhotep Paul; … - In: Economics and Business Letters : EBL 9 (2020) 3, pp. 146-156
Persistent link: https://www.econbiz.de/10012420469
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Empirical distribution of daily stock returns of selected developing and emerging markets with application to financial risk management
Pekár, Juraj; Pčolár, Mário - In: Central European journal of operations research 30 (2022) 2, pp. 699-731
Persistent link: https://www.econbiz.de/10013185423
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A new statistical method for design and analyses of component tolerance
Movahedi, Mohammad Mehdi; Khounisiavash, Mohsen; Otadi, … - In: Journal of Industrial Engineering International 13 (2017) 1, pp. 59-66
is unknown, a new statistical method will be employed to design tolerance. In this paper, we use generalized lambda … distribution for design and analyses component tolerance. We use percentile method (PM) to estimate the distribution parameters …
Persistent link: https://www.econbiz.de/10011773032
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Cover Image
A new statistical method for design and analyses of component tolerance
Movahedi, Mohammad Mehdi; Khounisiavash, Mohsen; Otadi, … - In: Journal of industrial engineering international 13 (2017) 1, pp. 59-66
is unknown, a new statistical method will be employed to design tolerance. In this paper, we use generalized lambda … distribution for design and analyses component tolerance. We use percentile method (PM) to estimate the distribution parameters …
Persistent link: https://www.econbiz.de/10011563760
Saved in:
Cover Image
GTL Regression: A Linear Model with Skewed and Thick-Tailed Disturbances
Vijverberg, Wim P.; Hasebe, Takuya - 2015
If the disturbances of a linear regression model are skewed and/or thick-tailed, a maximum likelihood estimator is efficient relative to the customary Ordinary Least Squares (OLS) estimator. In this paper, we specify a highly flexible Generalized Tukey Lambda (GTL) distribution to model skewed...
Persistent link: https://www.econbiz.de/10010513149
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Cover Image
GTL Regression: A Linear Model with Skewed and Thick-Tailed Disturbances
Vijverberg, Wim P.; Hasebe, Takuya - Institute for the Study of Labor (IZA) - 2015
If the disturbances of a linear regression model are skewed and/or thick-tailed, a maximum likelihood estimator is efficient relative to the customary Ordinary Least Squares (OLS) estimator. In this paper, we specify a highly flexible Generalized Tukey Lambda (GTL) distribution to model skewed...
Persistent link: https://www.econbiz.de/10011196649
Saved in:
Cover Image
GTL regression : a linear model with skewed and thick-tailed disturbances
Vijverberg, Wim P. M.; Hasebe, Takuya - 2015
If the disturbances of a linear regression model are skewed and/or thick-tailed, a maximum likelihood estimator is efficient relative to the customary Ordinary Least Squares (OLS) estimator. In this paper, we specify a highly flexible Generalized Tukey Lambda (GTL) distribution to model skewed...
Persistent link: https://www.econbiz.de/10010489608
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