Estimation in the three-parameter gamma distribution based on the empirical moment generation function

DOI10.1080/00949659708811846zbMath0890.62015OpenAlexW2022463421MaRDI QIDQ4361986

Ioannis A. Koutrouvelis, George C. Canavos

Publication date: 28 October 1997

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

Full work available at URL: https://doi.org/10.1080/00949659708811846

zbMATH Keywords

empirical moment generating functionnonlinear weighted least squaresthree-parameter gamma distributionPearson's type III distribution

Mathematics Subject Classification ID

Point estimation (62F10) General nonlinear regression (62J02)

Related Items (12)

Normality testing for a long-memory sequence using the empirical moment generating function ⋮ Cumulant Plots for Assessing the Gamma Distribution ⋮ Tests for normal mixtures based on the empirical characteristic function ⋮ Cumulant plots and goodness-of-fit tests for the inverse Gaussian distribution ⋮ Estimation in the three-parameter inverse Gaussian distribution ⋮ A Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating function ⋮ Testing the Fit of Gamma Distributions Using the Empirical Moment Generating Function ⋮ Estimating latency from inhibitory input ⋮ Goodness-of-Fit Tests for the Gamma Distribution Based on the Empirical Laplace Transform ⋮ Graphical procedures and goodness-of-fit tests for the compound poisson-exponential distribution ⋮ Consistent estimation of parameters and quantiles of the three-parameter gamma distribution based on Type-II right-censored data ⋮ Tests of fit for a lognormal distribution

Cites Work

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• Maximum likelihood estimation in a class of nonregular cases
• A test of separate families of distributions based on the empirical moment generating function
• A NEW APPROACH TO MAXIMUM LIKELIHOOD ESTIMATION OF THE THREE-PARAMETER GAMMA AND WEIBULL DISTRIBUTIONS
• Estimating Mixtures of Normal Distributions and Switching Regressions
• An Improved Version of the Quandt-Ramsey MGF Estimator for Mixtures of Normal Distributions and Switching Regressions
• Linear Statistical Inference and its Applications

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