On Robust Algorithm for Finding Maximum Likelihood Estimation of the Generalized Inverse Gaussian Distribution*
- 作者: Yaroshenko I.1
-
隶属关系:
- Lomonosov Moscow State University
- 期: 卷 218, 编号 3 (2016)
- 页面: 354-362
- 栏目: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/238237
- DOI: https://doi.org/10.1007/s10958-016-3035-3
- ID: 238237
如何引用文章
详细
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.
作者简介
I. Yaroshenko
Lomonosov Moscow State University
编辑信件的主要联系方式.
Email: ilyayaroshenko@gmail.com
俄罗斯联邦, Moscow