Fitting three-parameter lognormal models by numerical global optimization - an improved algorithm

DOI10.1016/0167-9473(84)90029-XzbMath0564.65098OpenAlexW2085604270MaRDI QIDQ1058282

Dallas R. Wingo

Publication date: 1984

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(84)90029-x

zbMATH Keywords

global optimizationlikelihood functionlognormal distributionbarrier function methodspenalty function methods

Mathematics Subject Classification ID

Point estimation (62F10) Foundations and philosophical topics in statistics (62A01) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Easy estimation by a new parameterization for the three-parameter lognormal distribution, Maximum likelihood parameter estimation in the three-parameter log-normal distribution using the continuation method, Three-parameter stochastic lognormal diffusion model: statistical computation and simulating annealing – application to real case, A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation, Small Sample Estimation of Parameters for Wiener Process with Noise, Suitable Algorithm Associated with a Parameterization for the Three-Parameter Log-Normal Distribution

Uses Software

• BRENT
• AS 133

Cites Work

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