Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/85186
Authors: 
Abberger, Klaus
Year of Publication: 
2002
Series/Report no.: 
CoFE Discussion Paper 02/15
Abstract: 
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.
Subjects: 
ECM algorithm
generalized logistic distribution
location-scale-shape model
maximum likelihood estimation
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

Files in This Item:
File
Size
391.74 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.