Moment estimators for the two-parameter M-Wright distribution
AbstractA formal parameter estimation procedure for the two-parameter M-Wright distribution is proposed. This procedure is necessary to make the model useful for real-world applications. Note that its generalization of the Gaussian density makes the M-Wright distribution appealing to practitioners. Closed-form estimators are also derived from the moments of the log-transformed M-Wright distributed random variable, and are shown to be asymptotically normal. Tests using simulated data indicated favorable results for our estimation procedure. Copyright Springer-Verlag 2012
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Bibliographic InfoArticle provided by Springer in its journal Computational Statistics.
Volume (Year): 27 (2012)
Issue (Month): 3 (September)
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Web page: http://www.springerlink.com/link.asp?id=120306
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