Robust algorithm associated with a parameterization for the three- parameter lognormal distribution
نویسنده
چکیده
Associated with a parameterization for the three-parameter lognormal distribution, algorithm was proposed by Komori and Hirose (2004), which can find a local maximum likelihood (ML) estimate surely if it exists. Nevertheless, by Vera and DiazGarcia (2008) it was shown that performance in finding a local ML estimate deteriorated by adopting the parameterization only and using other algorithm. In this short paper, it will be shown that Komori and Hirose’s algorithm and the parameterization recover performance under the same setting for simulated data as that in [Vera and Diaz-Garcia, 2008].
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Suitable Algorithm Associated with a Parameterization for the Three-Parameter Log-Normal Distribution
Associated with a parameterization for the three-parameter lognormal distribution, algorithm was proposed by Komori and Hirose (2004), which can find a local maximum likelihood (ML) estimate surely if it exists. Nevertheless, by Vera and Dı́az-Garćıa (2008) it was shown that performance in finding a local ML estimate deteriorated by adopting the parameterization only and using other algorithm. I...
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