Geodesic
Asymptotic covariances for the generalized gamma distribution
Christopher S. Withers1 ; Saralees Nadarajah2
1 Applied Mathematics Group Industrial Research Limited Lower Hutt, New Zealand
2 School of Mathematics University of Manchester Manchester M13 9PL, UK
Applicationes Mathematicae, Tome 38 (2011) no. 1, pp. 85-92 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

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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.
DOI : 10.4064/am38-1-6
Keywords: five parameter generalized gamma distribution flexible distributions statistics note first time provide asymptotic covariances parameters using method maximum likelihood method moments

Christopher S. Withers 1 ; Saralees Nadarajah 2

1 Applied Mathematics Group Industrial Research Limited Lower Hutt, New Zealand
2 School of Mathematics University of Manchester Manchester M13 9PL, UK 
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Christopher S. Withers; Saralees Nadarajah. Asymptotic covariances for
 the generalized gamma distribution. Applicationes Mathematicae, Tome 38 (2011) no. 1, pp. 85-92. doi: 10.4064/am38-1-6

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