Maximum likelihood estimation for the exponential power function parameters

DOI10.1080/03610919508813255zbMath0850.62242OpenAlexW2060720331MaRDI QIDQ4861306

Gianna Agrò

Publication date: 10 January 1996

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919508813255

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (12)

Parameter orthogonality and conditional profile likelihood: the exponential power function case ⋮ A generalized error distribution copula-based method for portfolios risk assessment ⋮ Neyman's C(α) test for the shape parameter of the exponential power class ⋮ Maximum likelihood estimation of asymmetric double type II Pareto distributions ⋮ On the non-existence of maximum likelihood estimates for the extended exponential power distribution and its generalizations ⋮ The location-scale mixture exponential power distribution: a Bayesian and maximum likelihood approach ⋮ New insights on the multivariate skew exponential power distribution ⋮ Multitude of Laplace distributions ⋮ Acknowledgement of Priority: the Generalized Normal Distribution ⋮ Properties and estimation of asymmetric exponential power distribution ⋮ A method to estimate power parameter in exponential power distribution via polynomial regression ⋮ A note on properties of exponential power distribution

Cites Work

• Parametric statistical models and likelihood
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