Notes on maximum likelihood estimation for the three-parameter Burr XII distribution

被引：54
|
作者：
Shao, QX [1 ]
机构：
[1] CSIRO, Math & Informat Sci, Wembley, WA 6913, Australia
来源：
COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2004年 / 45卷 / 03期
关键词：
Burr XII distribution; limiting distribution; maximum likelihood estimation; Pareto distribution; Weibull distribution;
D O I：
10.1016/S0167-9473(02)00367-5
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
Finite maximum likelihood estimates for the three-parameter Burr XII distribution do not always exist, because the distribution tends towards non-degenerated limiting forms as parameters tend to the boundary. In this paper, we give a complete investigation on the behaviours of the maximum likelihood estimates based on uncensored and right-censored data. An estimation algorithm covering all cases is outlined. Real examples are used to illustrate all the different cases. (C) 2003 Elsevier B.V. All rights reserved.
引用
收藏
页码：675 / 687
页数：13
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