Search Results - subject:"lambda distribution"

Pricing Options on Commodity Futures: The Role of Weather and Storage

Bozic, Marin; Fortenbery, T. Randall - 2011

model for options on futures based on a Generalized Lambda Distribution (GLD) that allows greater flexibility in higher …

Persistent link: https://www.econbiz.de/10009444328

Pricing Options on Commodity Futures: The Role of Weather and Storage

Bozic, Marin; Fortenbery, T. Randall - Agricultural and Applied Economics Association - AAEA - 2011

model for options on futures based on a Generalized Lambda Distribution (GLD) that allows greater flexibility in higher …

Persistent link: https://www.econbiz.de/10009020946

Pricing Options on Commodity Futures: The Role of Weather and Storage

Bozic, Marin - Ekonomski Institut Zagreb - 2010

for options on futures based on a generalized lambda distribution (GLD) that allows greater flexibility in higher moments …

Persistent link: https://www.econbiz.de/10008784831

Minimum distance estimation of possibly noninvertible moving average models

Gospodinov, Nikolaj; Ng, Serena - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 403-417

Persistent link: https://www.econbiz.de/10011390402

Parameter estimation for the 4-parameter Asymmetric Exponential Power distribution by the method of L-moments using R

Asquith, William H. - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 955-970

The implementation characteristics of two method of L-moments (MLM) algorithms for parameter estimation of the 4-parameter Asymmetric Exponential Power (AEP4) distribution are studied using the R environment for statistical computing. The objective is to validate the algorithms for general...

Persistent link: https://www.econbiz.de/10011056475

Aproximation with generalized lambda distribution using method of moments

Friebel, Ludvík; Friebelová, Jana - In: Acta Universitatis Bohemiae Meridionales 10 (2007) 1, pp. 93-96

This article deals with practical problems of fitting empirical data with generalized lambda distribution. Given method …

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

The effect of cross sectional cost allocations on the statistical variance of accounting earnings

Su, Steve yu Shuo - 2005

consistent with the accounting conservatism principle. Additionally, this thesis examines the use of generalised lambda … distribution to model the cost and physical parameters of real life accounting numbers into the Statistical Activity Cost Theory …

Persistent link: https://www.econbiz.de/10009438162

Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model

Poskitt, D. S.; Skeels, C. L. - Department of Econometrics and Business Statistics, … - 2004

Poskitt and Skeels (2003) provide a new approximation to the sampling distribution of the IV estimator in a simultaneous equations model. This approximation is appropriate when the concentration parameter associated with the reduced form model is small and a basic purpose of this paper is to...

Persistent link: https://www.econbiz.de/10005581131

Aggregation of Dependent Risks with Specific Marginals by the Family of Koehler-Symanowski Distributions

Palmitesta, Paola; Provasi, Corrado - Society for Computational Economics - SCE - 2004

distributions with specific marginals, as, for example, the generalized lambda distribution. This family of distributions can be …

Persistent link: https://www.econbiz.de/10005345347

Resistant outlier rules and the non-Gaussian case

Carling, Kenneth - 1998

moderately skewed and fat tail distributions obtatined as special cases of the Generalized Lambda Distribution. …

Persistent link: https://www.econbiz.de/10010321056