On the consistency of the maximum likelihood estimator for the three parameter lognormal distribution

DOI10.1016/J.SPL.2015.05.021MaRDI QIDQ894574zbMATHOpenAlexFDO

Authors Nancy Flournoy, Haiying Wang

Publication date 1 December 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2015.05.021

zbMATH Keywords

consistencymaximum likelihoodFisher information matrixuniform local asymptotic normalitylocal maximumnon-regular model

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

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Cited in

(5)

• Maximum likelihood estimators for the parameters of a distribution extended log-loc-scale class
• On the asymptotic behavior of maxima and near-maxima of random observations from three parameter lognormal distribution
• Small sample properties of the maximum likelihood estimators for an alternative parameterization of the three-parameter lognormal distribution
• A consistent parameter estimation in the three-parameter lognormal distribution
• On the existence and uniqueness of the maximum likelihood estimators of normal and lognormal population parameters with grouped data

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