most citedEfficient Maximum Approximated Likelihood Inference for Tukey's g-and-h Distribution

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stat.ME2015★ 2 cited

Efficient Maximum Approximated Likelihood Inference for Tukey's g-and-h Distribution

Ganggang Xu, Marc G. Genton

Tukey's -and- distribution has been a powerful tool for data exploration and modeling since its introduction. However, two long standing challenges associated with this distr…