A note on the maximum likelihood estimator in the gamma regression model

This paper considers a nonlinear regression model, in which the dependent variable has the gamma distribution. A model is considered in which the shape parameter of the random variable is the sum of continuous and algebraically independent functions. The paper proves that there is exactly one maximu...

Full description

Bibliographic Details
Main Author: Jerzy P. Rydlewski
Format: Article
Language:English
Published: AGH Univeristy of Science and Technology Press 2009-01-01
Series:Opuscula Mathematica
Subjects:
Online Access:http://www.opuscula.agh.edu.pl/vol29/3/art/opuscula_math_2924.pdf