ML-estimation in the location-scale-shape model of the generalized logistic

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2002
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Abberger, Klaus
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Zusammenfassung

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 Wirtschaft
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ECM algorithm, generalized logistic distribution, location-scale-shape model, maximum likelihood estimation
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ISO 690ABBERGER, Klaus, 2002. ML-estimation in the location-scale-shape model of the generalized logistic
BibTex
@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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