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

Arbeitspapier

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.

Object Details

• Language: Englisch

References and Relationships

• Bibliographic citation: Series: CoFE Discussion Paper ; No. 02/15

Classification and Topics

• Classification: Wirtschaft
• Subject: ECM algorithm ; generalized logistic distribution ; location-scale-shape model ; maximum likelihood estimation ; Theorie ; Maximum-Likelihood-Methode ; Statistische Verteilung

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Abberger, Klaus
• Event: Veröffentlichung
• (who): University of Konstanz, Center of Finance and Econometrics (CoFE)
• (where): Konstanz
• (when): 2002

Further information

• Handle: http://hdl.handle.net/10419/85186
• URN: urn:nbn:de:bsz:352-opus-8405
• Last update: 10.03.2025, 11:43 AM CET