LOG GAMMA MODEL AND ITS MAXIMUM LIKELIHOOD ESTIMATION
LOG GAMMA MODEL AND ITS MAXIMUM LIKELIHOOD ESTIMATION
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DOI：
10.1093/biomet/61.3.539
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发表时间：
1974-01-01
期刊：
影响因子：
2.7
通讯作者：
PRENTICE, RL
中科院分区：
文献类型：
--
作者：
PRENTICE, RL
通过对广义伽玛变量的对数分布进行重新参数化和扩展，建立了一个三参数模型。包括最大值和最小值的极值分布，而正态分布是中心分布。给出了渐近极大似然理论，并通过模拟研究了在某些特殊情况下的极大似然分布。给出了回归推广。
A three parameter model is developed by reparameterizing and extending the distribution of the logarithm of a generalized gamma variate. The extreme value distributions for maxima and minima are included while the normal distribution is central. Asymptotic maximum likelihood theory is given and maximum likelihood distributions are studied, via simulation, in some special cases. A regression generalization is given.