Parameter estimation of the generalized gamma distribution

This article focuses on the parameter estimation of the generalized gamma distribution. Because of many difficulties described in the literature to estimate the parameters, we propose here a new estimation method. The algorithm associated to this heuristic method is implemented in Splus. We validate the resulting routine on the particular cases of the generalized gamma distribution.

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Year of publication:	2008
Authors:	Gomes, O. ; Combes, C. ; Dussauchoy, A.
Published in:	Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 79.2008, 4, p. 955-963
Publisher:	Elsevier
Subject:	Shifted generalized gamma distribution \| Generalized gamma distribution \| Parameter estimation \| Chi-squared goodness-of-fit test

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010749529