Asymptotic covariances for the generalized gamma distribution
Christopher S. Withers ; Saralees Nadarajah
Applicationes Mathematicae, Tome 38 (2011), p. 85-92 / Harvested from The Polish Digital Mathematics Library
Access to full text
Full (PDF)

The five-parameter generalized gamma distribution is one of the most flexible distributions in statistics. In this note, for the first time, we provide asymptotic covariances for the parameters using both the method of maximum likelihood and the method of moments.

Publié le : 2011-01-01
EUDML-ID : urn:eudml:doc:279945 
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-am38-1-6,
     author = {Christopher S. Withers and Saralees Nadarajah},
     title = {Asymptotic covariances for the generalized gamma distribution},
     journal = {Applicationes Mathematicae},
     volume = {38},
     year = {2011},
     pages = {85-92},
     zbl = {1213.62029},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am38-1-6}
}

Christopher S. Withers; Saralees Nadarajah. Asymptotic covariances for the generalized gamma distribution. Applicationes Mathematicae, Tome 38 (2011) pp. 85-92. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am38-1-6/