PLHLD | PHLD | HLGWD | HLD | WD | |
---|---|---|---|---|---|
\(\ell\) | − 46.5507 | − 50.0825 | − 51.2945 | − 95.0418 | − 50.0752 |
− 2\(\ell\) | 93.1014 | 100.1650 | 102.5890 | 190.0836 | 100.1503 |
AIC | 99.1014 | 104.1650 | 108.5890 | 192.0836 | 104.1503 |
BIC | 104.8375 | 107.9890 | 114.3251 | 193.9956 | 107.9743 |
CAIC | 99.6232 | 104.4203 | 109.1108 | 192.1669 | 104.4056 |
HQIC | 101.2858 | 105.6212 | 110.7734 | 192.8117 | 105.6065 |
K-S | 0.0712 | 0.1141 | 0.1200 | 0.4432 | 0.1299 |
A-D | 0.2208 | 1.0201 | 1.1767 | 13.8602 | 0.9453 |
CvM | 0.0273 | 0.1609 | 0.1767 | 2.9365 | 0.1453 |
p-value (K-S) | 0.9618 | 0.5336 | 0.4677 | 0.0000 | 0.3675 |
p-value (A-D) | 0.9836 | 0.3465 | 0.2764 | 0.0000 | 0.3868 |
p-value (CvM) | 0.9849 | 0.3589 | 0.3182 | 0.0000 | 0.4053 |
\({\widehat{p}}_{1}\) | 8.6078 | 42.1315 | 1.3734 | 0.5184 | 4.7833 |
\({\widehat{p}}_{2}\) | 2.7786 | 1.6689 | 55.6645 | – | 0.0038 |
\({\widehat{p}}_{3}\) | 1355.9139 | – | 0.9999 | – | – |
\(SE({{\widehat{p}}_{1}})\) | 2.3069 | 16.5562 | 1.3374 | 0.0569 | 0.2501 |
\(SE({{\widehat{p}}_{2}})\) | 0.5230 | 0.1597 | 99.4232 | – | 0.0011 |
\(SE({{\widehat{p}}_{3}})\) | 2874.8663 | – | 0.4989 | – | – |
Numerical Methods | L-BFGS-B | L-BFGS-B | BFGS | CG | NM |
Initial value for \({\widehat{p}}_{1}\) | 96.2858 | 12.0576 | 60.6673 | 46.2549 | 1.0779 |
Initial value for \({\widehat{p}}_{2}\) | 4.5543 | 0.2161 | 87.5668 | – | 3.6835 |
Initial value for \({\widehat{p}}_{3}\) | 79.4243 | – | 0.9679 | – | – |