Maximum likelihood parameter estimation in the three-parameter log-normal distribution using the continuation method

DOI10.1016/S0167-9473(96)00063-1zbMath0900.62118MaRDI QIDQ1392033

Hideo Hirose

Publication date: 23 July 1998

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Maximum likelihood estimationContinuation methodExtended log-normal distributionNegatively skewed log-normal distributionPositively skewed log-normal distribution

Mathematics Subject Classification ID

Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99)

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Uses Software

• Algorithm 611

Cites Work

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