ML-estimation in the location-scale-shape model of the generalized logistic
ML-estimation in the location-scale-shape model of the generalized logistic
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2002
Authors
Abberger, Klaus
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CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie; 2002/15
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Open Access publication
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Abstract
A three parameter (location, scale, shape) generalization of the lo- gistic distribution is fitted to data. Local maximum likelihood estimators of the parameters are derived. Although the likelihood function is unbounded, the like- lihood equations have a consistent root. ML-estimation combined with the ECM algorithm allows the distribution to be easily fitted to data.
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330 Economics
Keywords
ECM algorithm,generalized logistic distribution,location-scale-shape model,maximum likelihood estimation
Conference
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ABBERGER, Klaus, 2002. ML-estimation in the location-scale-shape model of the generalized logisticBibTex
@techreport{Abberger2002MLest-12185,
year={2002},
series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie},
title={ML-estimation in the location-scale-shape model of the generalized logistic},
number={2002/15},
author={Abberger, Klaus}
}
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