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.

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