# mleAEPD: Maximum likelihood estimation (MLE) for the quantile-based... In QBAsyDist: Asymmetric Distributions and Quantile Estimation

## Description

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).

## Usage

 1 mleAEPD(y) 

## Arguments

 y This is a vector of quantiles.

## Value

The maximum likelihood estimate of parameter θ=(μ,φ,α,p) of the quantile-based asymmetric exponential power distribution.

## References

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.

## Examples

 1 2 3 # Example rnum=rnorm(100) mleAEPD(rnum) 

QBAsyDist documentation built on Sept. 4, 2019, 1:05 a.m.