The log-likelihood function \ell_n(μ,φ,α,p)=\ln[L_n(μ,φ,α,p)] and parameter estimation of θ=(μ,φ,α,p) in the three parameter quantile-based asymmetric exponential power distribution by using the maximum likelihood estimation are discussed in Gijbels et al. (2019b).
This is a vector of quantiles.
The maximum likelihood estimate of parameter θ=(μ,φ,α,p) of the quantile-based asymmetric exponential power distribution.
Gijbels, I., Karim, R. and Verhasselt, A. (2019b). Quantile estimation in a generalized asymmetric distributional setting. To appear in Springer Proceedings in Mathematics & Statistics, Proceedings of ‘SMSA 2019’, the 14th Workshop on Stochastic Models, Statistics and their Application, Dresden, Germany, in March 6–8, 2019. Editors: Ansgar Steland, Ewaryst Rafajlowicz, Ostap Okhrin.
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