Enviar artigo por via de e-mail On Robust Algorithm for Finding Maximum Likelihood Estimation of the Generalized Inverse Gaussian Distribution*
- Autores: Yaroshenko I.1
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Afiliações:
- Lomonosov Moscow State University
- Edição: Volume 218, Nº 3 (2016)
- Páginas: 354-362
- Seção: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/238237
- DOI: https://doi.org/10.1007/s10958-016-3035-3
- ID: 238237
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Resumo
In this paper, we propose robust numerical methods for finding the maximum likelihood estimation of the generalized inverse Gaussian distribution. A comparative analysis of the existing algorithms and the results of numerical experiments are presented. Special attention is paid to reproducibility of the tests.
Sobre autores
I. Yaroshenko
Lomonosov Moscow State University
Autor responsável pela correspondência
Email: ilyayaroshenko@gmail.com
Rússia, Moscow
