About this document
L-Moment Estimation for GLD by jcaceresal is a document available to read on EtoBox.
This document describes a new parameterization for the generalized lambda distribution (GLD) that allows for closed-form expressions of the L-moment estimators. The new parameterization is based on a weighted sum of the quantile functions of the reflected generalized Pareto distribution and the generalized Pareto distribution. This allows the GLD parameters to be estimated using the method of L-moments, without requiring numerical optimization. The paper presents the quantile function and L-moment expressio
- Author
- jcaceresal
- Language
- EN