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

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ABBERGER, Klaus, 2002. ML-estimation in the location-scale-shape model of the generalized logistic

@techreport{Abberger2002ML-es-12185, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={ML-estimation in the location-scale-shape model of the generalized logistic}, year={2002}, number={2002/15}, author={Abberger, Klaus} }

<rdf:RDF xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:bibo="http://purl.org/ontology/bibo/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:dcterms="http://purl.org/dc/terms/" xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > <rdf:Description rdf:about="https://kops.uni-konstanz.de/rdf/resource/123456789/12185"> <dcterms:title>ML-estimation in the location-scale-shape model of the generalized logistic</dcterms:title> <dc:creator>Abberger, Klaus</dc:creator> <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/12185"/> <dc:language>deu</dc:language> <dc:format>application/pdf</dc:format> <dcterms:issued>2002</dcterms:issued> <dcterms:rights rdf:resource="http://nbn-resolving.org/urn:nbn:de:bsz:352-20140905103416863-3868037-7"/> <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-25T09:43:17Z</dc:date> <dc:rights>deposit-license</dc:rights> <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-25T09:43:17Z</dcterms:available> <dcterms:abstract xml:lang="deu">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.</dcterms:abstract> <dc:contributor>Abberger, Klaus</dc:contributor> </rdf:Description> </rdf:RDF>

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