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Easy estimation by a new parameterization for the three-parameter lognormal distribution
http://hdl.handle.net/10228/481
http://hdl.handle.net/10228/481b2db69c1-3129-4067-9720-2386bb55e9ca
名前 / ファイル | ライセンス | アクション |
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0094965031000104341.pdf (129.3 kB)
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Item type | 学術雑誌論文 = Journal Article(1) | |||||||||||
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公開日 | 2007-12-10 | |||||||||||
資源タイプ | ||||||||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||||||||
資源タイプ | journal article | |||||||||||
タイトル | ||||||||||||
タイトル | Easy estimation by a new parameterization for the three-parameter lognormal distribution | |||||||||||
言語 | ||||||||||||
言語 | eng | |||||||||||
著者 |
小守, 良雄
× 小守, 良雄
WEKO
3142
× 廣瀬, 英雄 |
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抄録 | ||||||||||||
内容記述タイプ | Abstract | |||||||||||
内容記述 | A new parameterization and algorithm are proposed for seeking the primary relativemaximum of the likelihood function in the three-parameter lognormal distribution. Theparameterization yields the dimension reduction of the three-parameter estimation problemto a two-parameter estimation problem on the basis of an extended lognormal distribution.The algorithm provides the way of seeking the profile of an object function in the twoparameterestimation problem. It is simple and numerically stable because it is constructedon the basis of the bisection method. The profile clearly and easily shows whether a primaryrelative maximum exists or not, and also gives a primary relative maximum certainly if itexists. | |||||||||||
書誌情報 |
Journal of Statistical Computation and Simulation 巻 74, 号 1, p. 63-74, 発行日 2004-01 |
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出版社 | ||||||||||||
出版者 | Taylor & Francis | |||||||||||
DOI | ||||||||||||
関連タイプ | isVersionOf | |||||||||||
識別子タイプ | DOI | |||||||||||
関連識別子 | https://doi.org/10.1080/0094965031000104341 | |||||||||||
ISSN | ||||||||||||
収録物識別子タイプ | ISSN | |||||||||||
収録物識別子 | 1563-5163 | |||||||||||
ISSN | ||||||||||||
収録物識別子タイプ | ISSN | |||||||||||
収録物識別子 | 0094-9655 | |||||||||||
著作権関連情報 | ||||||||||||
権利情報 | Copyright © 2004 Taylor & Francis | |||||||||||
キーワード | ||||||||||||
主題Scheme | Other | |||||||||||
主題 | Extended lognormal distribution | |||||||||||
キーワード | ||||||||||||
主題Scheme | Other | |||||||||||
主題 | Dimension reduction | |||||||||||
キーワード | ||||||||||||
主題Scheme | Other | |||||||||||
主題 | Primary relative maximum | |||||||||||
キーワード | ||||||||||||
主題Scheme | Other | |||||||||||
主題 | Local maximum likelihood estimate | |||||||||||
キーワード | ||||||||||||
主題Scheme | Other | |||||||||||
主題 | Embedded problem | |||||||||||
出版タイプ | ||||||||||||
出版タイプ | AM | |||||||||||
出版タイプResource | http://purl.org/coar/version/c_ab4af688f83e57aa | |||||||||||
査読の有無 | ||||||||||||
値 | yes | |||||||||||
研究者情報 | ||||||||||||
https://hyokadb02.jimu.kyutech.ac.jp/html/241_ja.html | ||||||||||||
著者別名 | ||||||||||||
姓名 | Komori, Yoshio | |||||||||||
言語 | en | |||||||||||
姓名 | 小守, 良雄 | |||||||||||
言語 | ja | |||||||||||
姓名 | コモリ, ヨシオ | |||||||||||
言語 | ja-Kana | |||||||||||
著者別名 | ||||||||||||
姓名 | Hirose, Hideo | |||||||||||
言語 | en | |||||||||||
姓名 | 廣瀬, 英雄 | |||||||||||
言語 | ja | |||||||||||
姓名 | ヒロセ, ヒデオ | |||||||||||
言語 | ja-Kana |