The flexibility of the family of Generalized Lambda Distributions (GLD) has encouraged researchers to fit GLD distributions to datasets in many circumstances. The methods that have been used to obtain GLD fits have also varied. This paper compares, for the first time, the relative qualities of three GLD fitting methods: the method of moments, a method based on percentiles, and a method that uses L-moments.
Karian,Z. A. and Dudewicz,E. J. (2022). Comparison of GLD Fitting Methods: Superiority of Percentile Fits to Moments in L^2 Norm. Journal of the Iranian Statistical Society, 2(2), 171-187.
MLA
Karian,Z. A. , and Dudewicz,E. J. . "Comparison of GLD Fitting Methods: Superiority of Percentile Fits to Moments in L^2 Norm", Journal of the Iranian Statistical Society, 2, 2, 2022, 171-187.
HARVARD
Karian Z. A., Dudewicz E. J. (2022). 'Comparison of GLD Fitting Methods: Superiority of Percentile Fits to Moments in L^2 Norm', Journal of the Iranian Statistical Society, 2(2), pp. 171-187.
CHICAGO
Z. A. Karian and E. J. Dudewicz, "Comparison of GLD Fitting Methods: Superiority of Percentile Fits to Moments in L^2 Norm," Journal of the Iranian Statistical Society, 2 2 (2022): 171-187,
VANCOUVER
Karian Z. A., Dudewicz E. J. Comparison of GLD Fitting Methods: Superiority of Percentile Fits to Moments in L^2 Norm. JIRSS, 2022; 2(2): 171-187.
Journal of the Iranian Statistical Society