A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is application/pdf
.
Estimation and Moment Recursion Relations for Multimodal Distributions of the Exponential Family
1983
Journal of the American Statistical Association
Multimodal generalizations of the normal, gamma, inverse gamma, and beta distributions are introduced within a unified framework. These multimodal distributions, belonging to the exponential family, require fewer parameters than corresponding mixture densities and have unique maximum likelihood estimators. Simple moment recursion relations, which make maximum likelihood estimation feasible, also yield easily computed estimators that themselves are shown to be consistent and asymptotically
doi:10.2307/2287118
fatcat:pwpnl6i57fhkriliayeflotwbm