Asymptotic covariances for the generalized gamma distribution

Christopher S. Withers; Saralees Nadarajah

Applicationes Mathematicae (2011)

  • Volume: 38, Issue: 1, page 85-92
  • ISSN: 1233-7234

Abstract

top
The five-parameter generalized gamma distribution is one of the most flexible distributions in statistics. In this note, for the first time, we provide asymptotic covariances for the parameters using both the method of maximum likelihood and the method of moments.

How to cite

top

Christopher S. Withers, and Saralees Nadarajah. "Asymptotic covariances for the generalized gamma distribution." Applicationes Mathematicae 38.1 (2011): 85-92. <http://eudml.org/doc/279945>.

@article{ChristopherS2011,
abstract = {The five-parameter generalized gamma distribution is one of the most flexible distributions in statistics. In this note, for the first time, we provide asymptotic covariances for the parameters using both the method of maximum likelihood and the method of moments.},
author = {Christopher S. Withers, Saralees Nadarajah},
journal = {Applicationes Mathematicae},
keywords = {fractional log moments; log moments; maximum likelihood},
language = {eng},
number = {1},
pages = {85-92},
title = {Asymptotic covariances for the generalized gamma distribution},
url = {http://eudml.org/doc/279945},
volume = {38},
year = {2011},
}

TY - JOUR
AU - Christopher S. Withers
AU - Saralees Nadarajah
TI - Asymptotic covariances for the generalized gamma distribution
JO - Applicationes Mathematicae
PY - 2011
VL - 38
IS - 1
SP - 85
EP - 92
AB - The five-parameter generalized gamma distribution is one of the most flexible distributions in statistics. In this note, for the first time, we provide asymptotic covariances for the parameters using both the method of maximum likelihood and the method of moments.
LA - eng
KW - fractional log moments; log moments; maximum likelihood
UR - http://eudml.org/doc/279945
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.