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Maximum likelihood parameter estimation in the three-parameter log-normal distribution using the continuation method

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  • Hirose, Hideo

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  • Hirose, Hideo, 1997. "Maximum likelihood parameter estimation in the three-parameter log-normal distribution using the continuation method," Computational Statistics & Data Analysis, Elsevier, vol. 24(2), pages 139-152, April.
    • Handle: RePEc:eee:csdana:v:24:y:1997:i:2:p:139-152
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    References listed on IDEAS

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    1. Kappenman, Russell F., 1985. "Estimation for the three-parameter Weibull, lognormal, and gamma distributions," Computational Statistics & Data Analysis, Elsevier, vol. 3(1), pages 11-23, May.
    2. Richard L. Smith & J. C. Naylor, 1987. "A Comparison of Maximum Likelihood and Bayesian Estimators for the Three‐Parameter Weibull Distribution," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 36(3), pages 358-369, November.
    3. Wingo, Dallas R., 1984. "Fitting three-parameter lognormal models by numerical global optimization -- an improved algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 2(1), pages 13-25, June.
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    Cited by:

    1. Hirose, Hideo, 2000. "Maximum likelihood parameter estimation by model augmentation with applications to the extended four-parameter generalized gamma distribution," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 54(1), pages 81-97.
    2. Hirose, Hideo, 2007. "The mixed trunsored model with applications to SARS," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 74(6), pages 443-453.
    3. Vera, J. Fernando & Di­az-Garci­a, Jose A., 2008. "A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5055-5065, August.

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