A small sample comparison of maximum likelihood, moments and L-moments methods for the asymmetric exponential power distribution

P. Delicado; M.N. Goria

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A small sample comparison of maximum likelihood, moments and L-moments methods for the asymmetric exponential power distribution

机译：不对称指数幂分布的最大似然，矩和L矩方法的小样本比较

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Three methods of estimation, namely maximum likelihood, moments and L-moments, when data come from an asymmetric exponential power distribution are considered. This is a very flexible four-parameter family exhibiting variety of tail and shape behaviours. The analytical expression of the first four L-moments of these distributions are derived, allowing for the use of L-moments estimators. A simulation study compares the three estimation methods in small samples.

机译：当数据来自非对称指数幂分布时，考虑了三种估计方法，即最大似然，矩和L矩。这是一个非常灵活的四参数系列，具有多种尾巴和形状行为。推导了这些分布的前四个L矩的解析表达式，从而允许使用L矩估计量。仿真研究比较了小样本中的三种估计方法。

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《Computational statistics & data analysis》 |2008年第3期|共13页
作者
P. Delicado; M.N. Goria;
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正文语种 eng
中图分类计算技术、计算机技术;
关键词
Asymmetric distribution; Heavy tails distribution; Mean Square Error; Numerical optimization; Simulation output data analysis;

机译：不对称分布;重尾分布;均方误差;数值优化;模拟输出数据分析;

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1. A small sample comparison of maximum likelihood, moments and L-moments methods for the asymmetric exponential power distribution [J] . P. Delicado, M.N. Goria Computational statistics & data analysis . 2008,第3期

机译：不对称指数幂分布的最大似然，矩和L矩方法的小样本比较
2. Parameter estimation for the 4-parameter Asymmetric Exponential Power distribution by the method of L-moments using R [J] . William H. Asquith Computational statistics & data analysis . 2014,第Null期

机译：利用R的L矩方法估计4参数非对称指数功率分布的参数
3. Estimation of raindrop size distribution parameters by maximum likelihood and L-moment methods: Effect of discretization [J] . Marzuki, Walter L. Randeu, Toshiaki Kozu, Atmospheric research . 2012,第Auga期

机译：用最大似然法和L矩法估算雨滴大小分布参数：离散化的影响
4. Performance evaluation for maximum likelihood and moment parameter estimation methods on classical two Weibull distribution [C] . F. Q. Yuan, A. Barabadi, J. M. Lu, IEEE International Conference on Industrial Engineering and Engineering Management . 2015

机译：经典两个威布尔分布上最大似然和矩参数估计方法的性能评估
5. Spatially explicit regional flood frequency analysis using L-moment, GIS and geostatistical methods. [D] . Daviau, Jean-Luc. 1998

机译：使用L矩，GIS和地统计方法进行空间明确的区域洪水频率分析。
6. A Framework for the Comparison of Maximum Pseudo Likelihood and Maximum Likelihood Estimation of Exponential Family Random Graph Models [O] . Marijtje A.J. van Duijn, Krista J. Gile, Mark S. Handcock -1

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7. Annual maximum exchange rate in Southeast Asia based on methods of L-Moment and Maximum LikelihooD [O] . Akbarizan Akbarizan, Marizal Muhammad, Yendra Rado Yendra, 2016

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A small sample comparison of maximum likelihood, moments and L-moments methods for the asymmetric exponential power distribution

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