Description Usage Arguments Value References Examples
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).
1 | mleAEPD(y)
|
y |
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.
1 2 3 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.