Maximum likelihood estimation of the symmetric and asymmetric exponential power distribution
Year of publication: |
2008
|
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Authors: | Bottazzi, Giulio ; Secchi, Angelo |
Publisher: |
Pisa : Scuola Superiore Sant'Anna, Laboratory of Economics and Management (LEM) |
Subject: | Theorie | Maximum-Likelihood-Methode | Statistische Verteilung | Maximum Likelihood estimation | Asymmetric Exponential Power Distribution | Information Matrix |
Series: | LEM Working Paper Series ; 2006/19 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 518480232 [GVK] hdl:10419/89467 [Handle] RePEc:ssa:lemwps:2006/19 [RePEc] |
Classification: | C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C16 - Specific Distributions |
Source: |
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