On the existence of the nonlinear weighted least squares estimate for a three-parameter Weibull distribution

  • Authors:
  • Dragan Jukić;Mirta Benšić;Rudolf Scitovski

  • Affiliations:
  • Department of Mathematics, University of Osijek, Trg Ljudevita Gaja 6, HR-31 000 Osijek, Croatia;Department of Mathematics, University of Osijek, Trg Ljudevita Gaja 6, HR-31 000 Osijek, Croatia;Department of Mathematics, University of Osijek, Trg Ljudevita Gaja 6, HR-31 000 Osijek, Croatia

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2008

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Abstract

Ever since the introduction of hidden Markov models by Baum and his co-workers, the method of choice for fitting such models has been maximum likelihood via the EM algorithm. In recent years it has been noticed that the gradient and Hessian of the log ...