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

DOI10.1080/00949659708811846MaRDI QIDQ4361986zbMATH OpenOpenAlexFDO

Authors 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 squaresPearson's type III distributionthree-parameter gamma distribution

Mathematics Subject Classification ID

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

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Cites work

• A NEW APPROACH TO MAXIMUM LIKELIHOOD ESTIMATION OF THE THREE-PARAMETER GAMMA AND WEIBULL DISTRIBUTIONS
• A test of separate families of distributions based on the empirical moment generating function
• An Improved Version of the Quandt-Ramsey MGF Estimator for Mixtures of Normal Distributions and Switching Regressions
• Estimating Mixtures of Normal Distributions and Switching Regressions
• scientific article; zbMATH DE number 46697 (Why is no real title available?)
• scientific article; zbMATH DE number 192925 (Why is no real title available?)
• scientific article; zbMATH DE number 3641625 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• Maximum likelihood estimation in a class of nonregular cases

Cited in

(21)

• Goodness-of-fit tests for the gamma distribution based on the empirical Laplace transform
• A simulation based approach to the parameter estimation for the three-parameter gamma distribution.
• Normality testing for a long-memory sequence using the empirical moment generating function
• Simple efficient estimation for the three-parameter gamma distribution
• Estimating latency from inhibitory input
• Graphical procedures and goodness-of-fit tests for the compound Poisson-exponential distribution
• A consistent method of estimation for the three-parameter gamma distribution
• Estimation of the Moment Generating Function
• Cumulant plots for assessing the gamma distribution
• Estimation in the Three-Parameter Gamma Distribution Based on the Profile Log-Likelihood Function
• Parameter and quantile estimation for the three-parameter gamma distribution based on statistics invariant to unknown location
• scientific article; zbMATH DE number 1156825 (Why is no real title available?)
• Cumulant plots and goodness-of-fit tests for the inverse Gaussian distribution
• Pooled estimators for the shape parameter of the three parameter gamma distribution
• Testing the Fit of Gamma Distributions Using the Empirical Moment Generating Function
• 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
• Tests for normal mixtures based on the empirical characteristic function
• Estimation in the three-parameter inverse Gaussian distribution
• Estimating probabilities under the three-parameter gamma distribution using composite sampling
• A Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating function

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