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

DOI10.1016/J.SPL.2015.05.021zbMATH Open1357.62100OpenAlexW571250773MaRDI QIDQ894574FDOQ894574

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

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• scientific article; zbMATH DE number 2091953

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)

Cites Work

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Cited In (5)

• 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
• 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

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