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  • Search: subject:"Broyden–Fletcher–Goldfarb–Shanno algorithm"
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Broyden–Fletcher–Goldfarb–Shanno algorithm 1 Iterative solution 1 Nelder–Mead algorithm 1
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Jones, M. 1 Noufaily, Angela 1
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Computational Statistics 1
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On maximization of the likelihood for the generalized gamma distribution
Noufaily, Angela; Jones, M. - In: Computational Statistics 28 (2013) 2, pp. 505-517
We explore computational aspects of likelihood maximization for the generalized gamma (GG) distribution. We formulate a version of the score equations such that the equations involved are individually uniquely solvable. We observe that the resulting algorithm is well-behaved and competitive with...
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