Asymptotic Variances and Covariances of Maximum-Likelihood Estimators, from Censored Samples, of the Parameters of Weibull and Gamma Populations

DOI10.1214/aoms/1177698971zbMath0168.17502OpenAlexW2038973144MaRDI QIDQ5553785

Publication date: 1967

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177698971

zbMATH Keywords

statistics

Related Items (13)

Maximum likeiihood estimation of the parameters of the three-parameter generalized extreme-value distribution from censored samples ⋮ Modified maximum likelihood and modified moment estimators for the three-parameter weibull distribution ⋮ Maximum Likelihood Estimation for the 4-Parameter Beta Distribution ⋮ Covariance matrix estimation for left-censored data ⋮ Understanding theoretically the impact of reporting of disease cases in epidemiology ⋮ Comparison of some robust estimators of scale in gamma samples with known shape ⋮ On the fitting of the three-parameter distributions Lognormal, Gamma, and Weibull ⋮ An approximate lower tolerance bound for the three-parameter Weibull applied to lumber property characterization ⋮ Inference on overlap coefficients under the Weibull distribution: Equal shape parameter ⋮ Existence, uniqueness and consistency of estimation of life characteristics of three-parameter Weibull distribution based on Type-II right censored data ⋮ Asymptotic properties of the estimators of the Weibull distribution parameters ⋮ Sampling properties of estimators of a Weibull distribution of use in the lumber industry ⋮ Fitting three-parameter lognormal models by numerical global optimization - an improved algorithm

This page was built for publication: Asymptotic Variances and Covariances of Maximum-Likelihood Estimators, from Censored Samples, of the Parameters of Weibull and Gamma Populations