Chalabi, Yohan; Y.; Scott, David J; Wuertz, Diethelm - Volkswirtschaftliche Fakultät, … - 2012
The generalized lambda distribution (GLD) is a versatile distribution that can accommodate a wide range of shapes, including fat-tailed and asymmetric distributions. It is defined by its quantile function. We introduce a more intuitive parameterization of the GLD that expresses the location and...