On robust algorithm for finding maximum likelihood estimation of the generalized inverse Gaussian distribution

DOI10.1007/S10958-016-3035-3MaRDI QIDQ341740zbMATH OpenOpenAlexFDO

Authors I. Yaroshenko

Publication date 17 November 2016

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-016-3035-3

zbMATH Keywords

maximum likelihood estimationgeneralized inverse Gaussian distributionrobust algorithm

Mathematics Subject Classification ID

Point estimation (62F10) Numerical mathematical programming methods (65K05)

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• Intermediate Probability
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Cited in

(2)

• The true maximum-likelihood estimators for the generalized Gaussian distribution with \(p=3,4,5\)
• An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution

Describes a project that uses

Uses Software

• Atmosphere
• BRENT
• Algorithm 748
• RROOT_748

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