Asymptotic covariances for the generalized gamma distribution
Volume 38 / 2011
Applicationes Mathematicae 38 (2011), 85-92
MSC: Primary 62E20.
DOI: 10.4064/am38-1-6
Abstract
The five-parameter generalized gamma distribution is one of the most flexible distributions in statistics. In this note, for the first time, we provide asymptotic covariances for the parameters using both the method of maximum likelihood and the method of moments.
