Y. Komori (2015), Suitable algorithm associated with a parameterization
for the three-parameter lognormal distribution, Communications in Statistics
- Simulation and Computation, 44 (1), 239-246.
Abstract
Associated with a parameterization for the three-parameter lognormal distribution,
algorithm was proposed by Komori and Hirose (2004), which can find a local
maximum likelihood (ML) estimate surely if it exists. Nevertheless, by
Vera and Diaz-Garcia (2008) it was shown that performance in finding a
local ML estimate is deteriorated by adopting the parameterization only
and using other algorithm. In the present paper, it will be shown that
Komori and Hirose's algorithm should be used for the parameterization.
This work will also give MATLAB codes as a useful tool for the parameter
estimation of the distribution.
Note
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The pdf file is obtainable from here. (Access to the file will depend on your entitlements.)
The following are MATLAB codes implimenting the algorithm dealt with in the paper:
Last updated: 2014/07/29