On robust algorithm for finding maximum likelihood estimation of the generalized inverse Gaussian distribution

DOI10.1007/s10958-016-3035-3zbMath1403.62033OpenAlexW2518759018MaRDI QIDQ341740

I. Yaroshenko

Publication date: 17 November 2016

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-016-3035-3

zbMATH Keywords

maximum likelihood estimationrobust algorithmgeneralized inverse Gaussian distribution

Mathematics Subject Classification ID

Point estimation (62F10) Numerical mathematical programming methods (65K05)

Uses Software

• RROOT_748
• Algorithm 748
• BRENT
• Atmosphere

Cites Work

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