Suitable Algorithm Associated with a Parameterization for the Three-Parameter Log-Normal Distribution

DOI10.1080/03610918.2013.773343zbMath1314.62076OpenAlexW2002534245MaRDI QIDQ5252820

Yoshio Komori

Publication date: 3 June 2015

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.773343

zbMATH Keywords

bisection methodlocal maximum likelihoodextended lognormal distribution

Mathematics Subject Classification ID

Point estimation (62F10)

Uses Software

• Matlab

Cites Work

• A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation
• Fitting three-parameter lognormal models by numerical global optimization - an improved algorithm
• Maximum likelihood parameter estimation in the three-parameter log-normal distribution using the continuation method
• Small sample properties of the maximum likelihood estimators for an alternative parameterization of the three-parameter lognormal distribution
• Easy estimation by a new parameterization for the three-parameter lognormal distribution

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