On the consistency of the maximum likelihood estimator for the three parameter lognormal distribution

DOI10.1016/j.spl.2015.05.021zbMath1357.62100OpenAlexW571250773MaRDI QIDQ894574

Nancy Flournoy, Hai Ying Wang

Publication date: 1 December 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.05.021

zbMATH Keywords

consistencymaximum likelihoodFisher information matrixuniform local asymptotic normalitylocal maximumnon-regular model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Exact distribution theory in statistics (62E15)

Cites Work

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• Estimating Parameters of Logarithmic-Normal Distributions by Maximum Likelihood

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