Simulation and estimation problems associated with the 3-parameter gamma density

Bowman, K. O.; Shenton, L. R.; Lam, H.K.

doi:10.1080/03610918708812643

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Dankmar Bohning and Ekkehart Dietz (Free University Berlin)1

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1995

2022

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Cited by 9 publications

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“…Similar problems surround estimation by moments and maximum likelihood (ML) for the three-parameter gamma model; s (threshold), a (scale) and p (shape). The study mainly by simulation (Bowman et al, 1987;Bowman and Shenton, 1988)used iterative techniques on the likelihood equations. No solutions would be obtained if either (a) the sample skewness was negative or (b) the iterative process for s (estimating s) reached an oscillatory cycle.…”

Section: Dankmar Bohning and Ekkehart Dietz (Free University Berlin)mentioning

confidence: 99%