Parameter and quantile estimation for the three-parameter lognormal distribution based on statistics invariant to unknown location

DOI10.1080/00949655.2012.667410zbMATH Open1453.62344OpenAlexW2055366809MaRDI QIDQ5218892FDOQ5218892

Authors: Hideki Nagatsuka, Narayanaswamy Balakrishnan 

Publication date: 6 March 2020

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

Full work available at URL: https://doi.org/10.1080/00949655.2012.667410

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zbMATH Keywords

quantileorder statisticsmaximum likelihood estimatorsthreshold parametermodified moment estimatorslocal maximum likelihood estimators

Mathematics Subject Classification ID

Point estimation (62F10) Reliability and life testing (62N05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Mersenne twister
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• A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation
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• The use of interior penalty functions to overcome lognormal distribution parameter estimation anomalies
• Moving truncations barrier-function methos for estimation in three-parameter lognormal models
• A consistent parameter estimation in the three-parameter lognormal distribution
• MAXIMUM LIKELIHOOD ESTIMATION OF THE PARAMETERS OF THE THREE-PARAMETER LOGNORMAL DISTRIBUTION-A RECONSIDERATION1
• ESTIMATION OF PARAMETERS IN THE THREE‐PARAMETER LOGNORMAL DISTRIBUTION1
• The Three-Parameter Lognormal Distribution and Bayesian Analysis of a Point-Source Epidemic
• Estimating Parameters of Logarithmic-Normal Distributions by Maximum Likelihood
• Estimation for the three-parameter lognormal distribution based on progressively censored data
• Conditional correlation analysis of order statistics from bivariate normal distribution with an application to evaluating inventory effects in futures market.

Cited In (5)

• Log-symmetric distributions: statistical properties and parameter estimation
• A comparative evaluation of the estimators of the three-parameter lognomral distribution by Monte Carlo simulation
• Inference for the generalized normal Laplace distribution
• Non-destructive one-shot device test under step-stress experiment with lognormal lifetime distribution
• Interval and point estimators for the location parameter of the three-parameter lognormal distribution

Uses Software

• MersenneTwister

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