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
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topChristopher 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 -
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