A log gamma model and its maximum likelihood estimation
Ross L. Prentice · Biometrika · 1974
A three parameter model is developed by reparameterizing and extending the distribution of the logarithm of a generalized gamma variate. The extreme value distributions for maxima and minima are included while the normal distribution is central. Asymptotic maximum likelihood theory is given and maximum likelihood distributions are studied, via simulation, in some special cases. A regression generalization is given.