Asymptotic covariances for the generalized gamma distribution

DOI10.4064/AM38-1-6zbMATH Open1213.62029OpenAlexW2330428578MaRDI QIDQ3079978FDOQ3079978

Authors: Christopher S. Withers, Saralees Nadarajah 

Publication date: 4 March 2011

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am38-1-6

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zbMATH Keywords

maximum likelihoodfractional log momentslog moments

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)

Cited In (1)

• Simple and Accurate Approximations for Computing Covariance Matrices of Gamma and Weibull Order Statistics

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