Papers › Rebuttal of the 'Letter to the Editor' of Annals of Applied Statistics on Lambert W x...

Rebuttal of the 'Letter to the Editor' of Annals of Applied Statistics on Lambert W x F Distributions and the IGMM Algorithm

6 Feb 2016arXiv:1602.02200links table onlyarchive 2025-07-28

Georg M. Goerg

The archive published only this paper's code-link row. Authors, date and abstract are from arXiv's metadata (CC0), read from the Kaggle arXiv metadata snapshot of 2026-09-12 where its title matched the archive's; the title is the archive's.

I discuss comments and claims made in Stehlik and Hermann (2015) about skewed Lambert W x F random variables and the IGMM algorithm. I clarify misunderstandings about the definition and use of Lambert W x F distributions and show that most of their empirical results cannot be reproduced. I also introduce a variant of location-scale Lambert W x F distributions that are well-defined for random variables X ~ F with non-finite mean and variance.

PaperPDFCode

Code

Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.

Code Syntology ran Syntology

Not run by Syntology. Nothing on this page verifies that the listed code works.

Results from the paper archive 2025-07-28

No leaderboard rows for this paper in the archive.

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections