MAXIMUM-LIKELIHOOD-ESTIMATION FOR THE EXPONENTIAL POWER FUNCTION PARAMETERS

被引：36

作者：

AGRO, G ^{[1
]}

机构：

[1] UNIV PALERMO,INST MATH OR,I-90128 PALERMO,ITALY

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1995年 / 24卷 / 02期

关键词：

MAXIMUM LIKELIHOOD ESTIMATION; PROFILE LIKELIHOOD FUNCTION; EXPONENTIAL POWER FUNCTION; INFORMATION MATRIX; REGULARITY CONDITIONS; PARAMETER BIAS;

D O I：

10.1080/03610919508813255

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper addresses the problem of obtaining maximum likelihood estimates for the three parameters of the exponential power function; the information matrix is derived and the covariance matrix is here presented; the regularity conditions which ensure asymptotic normality and efficiency are examined. A numerical investigation is performed for exploring the bias and variance of the maximum likelihood estimates and their dependence on sample size and shape parameter.

引用

页码：523 / 536

页数：14