Abstract <p>A method for estimating unknown parameters of a new type of distribution, which is a scaled mixture of generalized gamma distributions, is presented. A method based on sample cumulants is described. The asymptotic normality of the obtained estimates is discussed.</p>

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On the Method of Estimating the Parameters of Scale Mixtures of Generalized Gamma Distributions

  • A. A. Kudryavtsev,
  • O. V. Shestakov

摘要

Abstract

A method for estimating unknown parameters of a new type of distribution, which is a scaled mixture of generalized gamma distributions, is presented. A method based on sample cumulants is described. The asymptotic normality of the obtained estimates is discussed.