  Estimation of the four generalized lambda distribution parameters is not
straightforward, and available estimators that perform best have large
computation times. In this paper, we introduce a simple two-step estimator of
the parameters that is comparatively very quick to compute and performs well
when compared with other methods. This computational efficiency makes the use
of bootstrapping to obtain interval estimators for the parameters possible.
Simulations are used to assess the performance of the new estimators and
applications to several data sets are included.
