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

DOI10.1080/00949659708811846zbMATH Open0890.62015OpenAlexW2022463421MaRDI QIDQ4361986FDOQ4361986

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

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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)

Cites Work

• Linear Statistical Inference and its Applications
• Maximum likelihood estimation in a class of nonregular cases
• Estimating Mixtures of Normal Distributions and Switching Regressions
• A test of separate families of distributions based on the empirical moment generating function
• Title not available (Why is that?)
• Title not available (Why is that?)
• A NEW APPROACH TO MAXIMUM LIKELIHOOD ESTIMATION OF THE THREE-PARAMETER GAMMA AND WEIBULL DISTRIBUTIONS
• Title not available (Why is that?)
• An Improved Version of the Quandt-Ramsey MGF Estimator for Mixtures of Normal Distributions and Switching Regressions

Cited In (20)

• Estimating probabilities under the three-parameter gamma distribution using composite sampling
• Estimation in the three-parameter inverse Gaussian distribution
• Parameter and quantile estimation for the three-parameter gamma distribution based on statistics invariant to unknown location
• Goodness-of-fit tests for the gamma distribution based on the empirical Laplace transform
• Estimation in the Three-Parameter Gamma Distribution Based on the Profile Log-Likelihood Function
• Normality testing for a long-memory sequence 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
• Cumulant plots and goodness-of-fit tests for the inverse Gaussian distribution
• A simulation based approach to the parameter estimation for the three-parameter gamma distribution.
• A consistent method of estimation for the three-parameter gamma distribution
• Simple efficient estimation for the three-parameter gamma distribution
• Cumulant plots for assessing the gamma distribution
• Tests of fit for a lognormal distribution
• Graphical procedures and goodness-of-fit tests for the compound Poisson-exponential distribution
• A Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating function
• Estimation of the Moment Generating Function
• Pooled estimators for the shape parameter of the three parameter gamma distribution
• Testing the Fit of Gamma Distributions Using the Empirical Moment Generating Function
• Estimating latency from inhibitory input
• Tests for normal mixtures based on the empirical characteristic function

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