A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation
From MaRDI portal
Publication:1023874
DOI10.1016/j.csda.2008.04.033zbMath1452.62210OpenAlexW1993305685MaRDI QIDQ1023874
J. Fernando Vera, José A. Díaz-García
Publication date: 16 June 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2008.04.033
Related Items (15)
Cluster differences unfolding for two-way two-mode preference rating data ⋮ A global optimisation approach for parameter estimation of a mixture of double Pareto lognormal and lognormal distributions ⋮ Three parameter gamma-type growth curve, using a stochastic gamma diffusion model: computational statistical aspects and simulation ⋮ A consistent parameter estimation in the three-parameter lognormal distribution ⋮ Estimating the parameters of a Gompertz-type diffusion process by means of simulated annealing ⋮ The Hubbert diffusion process: Estimation via simulated annealing and variable neighborhood search procedures—application to forecasting peak oil production ⋮ A stochastic model related to the Richards-type growth curve. Estimation by means of simulated annealing and variable neighborhood search ⋮ Multivariate Three-Parameter Log-Elliptical Distributions ⋮ A stochastic diffusion process based on the Lundqvist-Korf growth: computational aspects and simulation ⋮ Selection between Weibull and lognormal distributions: a comparative simulation study ⋮ A dual latent class unfolding model for two-way two-mode preference rating data ⋮ The beta log-normal distribution ⋮ Parameter and quantile estimation for the three-parameter lognormal distribution based on statistics invariant to unknown location ⋮ A consistent method of estimation for the three-parameter lognormal distribution based on Type-II right censored data ⋮ Suitable Algorithm Associated with a Parameterization for the Three-Parameter Log-Normal Distribution
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A permutation-translation simulated annealing algorithm for \(L_{1}\) and \(L_{2}\) unidimensional scaling
- Global optimization in any Minkowski metric: A permutation-translation simulated annealing algorithm for multidimensional scaling
- Editorial: 2nd special issue on applications of optimization heuristics to estimation and modelling problems
- Fitting three-parameter lognormal models by numerical global optimization - an improved algorithm
- Maximum likelihood parameter estimation in the three-parameter log-normal distribution using the continuation method
- Small sample properties of the maximum likelihood estimators for an alternative parameterization of the three-parameter lognormal distribution
- Estimation of the Shape and Scale Parameters of the Weibull Distribution
- Interval Estimation for the Three-Parameter Lognormal Distribution via the Likelihood Function
- Estimation in the Three-Parameter Lognormal Distribution
- The use of interior penalty functions to overcome lognormal distribution parameter estimation anomalies
- Moving truncations barrier-function methos for estimation in three-parameter lognormal models
- k-Sample Maximum Likelihood Ratio Test for Change of Weibull Shape Parameter
- Convergence of simulated annealing using Foster-Lyapunov criteria
- MAXIMUM LIKELIHOOD ESTIMATION OF THE PARAMETERS OF THE THREE-PARAMETER LOGNORMAL DISTRIBUTION-A RECONSIDERATION1
- Easy estimation by a new parameterization for the three-parameter lognormal distribution
- Equation of State Calculations by Fast Computing Machines
- Discrimination between the Log-Normal and the Weibull Distributions
- ESTIMATION OF PARAMETERS IN THE THREE‐PARAMETER LOGNORMAL DISTRIBUTION1
- The Three-Parameter Lognormal Distribution and Bayesian Analysis of a Point-Source Epidemic
- Estimating Parameters of Logarithmic-Normal Distributions by Maximum Likelihood
- Global optimization
This page was built for publication: A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation
