ML-Estimation in the Location-Scale-Shape Model of the Generalized Logistic Distribution

A three parameter (location, scale, shape) generalization of the logistic distribution is fitted to data. Local maximum likelihood estimators of the parameters are derived. Although the likelihood function is unbounded, the likelihood equations have a consistent root. ML-estimation combined with the ECM algorithm allows the distribution to be easily fitted to data.

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Year of publication:	2002-05
Authors:	Abberger, Klaus
Institutions:	Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften
Subject:	ECM algorithm \| generalized logistic distribution \| location-scale-shape model \| maximum likelihood estimation

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Extent:	application/pdf
Series:	CoFE Discussion Paper.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 02-15 16 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005562299