The use of interior penalty functions to overcome lognormal distribution parameter estimation anomalies

DOI10.1080/00949657508810109zbMath0322.62030OpenAlexW1966505457MaRDI QIDQ4085078

Dallas R. Wingo

Publication date: 1975

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949657508810109

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Point estimation (62F10)

Related Items (9)

Easy estimation by a new parameterization for the three-parameter lognormal distribution ⋮ A consistent parameter estimation in the three-parameter lognormal distribution ⋮ Moving truncations barrier-function methos for estimation in three-parameter lognormal models ⋮ Parameter and quantile estimation for the three-parameter lognormal distribution based on statistics invariant to unknown location ⋮ A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation ⋮ A consistent method of estimation for the three-parameter lognormal distribution based on Type-II right censored data ⋮ The Anderson–Darling Goodness-of-Fit Test Statistic for the Three-Parameter Lognormal Distribution ⋮ Fitting three-parameter lognormal models by numerical global optimization - an improved algorithm ⋮ Standard and goodness-of-fit parameter estimation methods for the three-parameter lognormal distribution

Cites Work

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• Analytical expressions for the eigenvalues and eigenvectors of the Hessian matrices of barrier and penalty functions
• `` Direct Search Solution of Numerical and Statistical Problems
• ESTIMATION OF PARAMETERS IN THE FOUR‐PARAMETER LOGNORMAL DISTRIBUTION
• ESTIMATION OF PARAMETERS IN THE THREE‐PARAMETER LOGNORMAL DISTRIBUTION1

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