Properties and estimation of asymmetric exponential power distribution

DOI10.1016/j.jeconom.2008.09.038zbMath1429.62062OpenAlexW2152873044MaRDI QIDQ97355

Victoria Zinde-Walsh, Dongming Zhu, Victoria Zinde-Walsh, Dongming Zhu

Publication date: January 2009

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.cireqmontreal.com/wp-content/uploads/cahiers/13-2007-cah.pdf

zbMATH Keywords

maximum likelihood estimationasymmetric distributions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10)

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