A globally convergent and consistent method for estimating the shape parameter of a generalized Gaussian distribution

@article{Song2006AGC,
  title={A globally convergent and consistent method for estimating the shape parameter of a generalized Gaussian distribution},
  author={Kai-Sheng Song},
  journal={IEEE Transactions on Information Theory},
  year={2006},
  volume={52},
  pages={510-527}
}
We propose a novel methodology for estimating the shape parameter of a generalized Gaussian distribution (GGD). This new method is based on a simple estimating equation derived from a convex shape equation. The estimating equation is completely independent of gamma and polygamma functions. Thus, no lookup table, interpolation, or additional subroutine to evaluate these functions are required for real-time implementations of the proposed method, which is in contrast to all existing methods… CONTINUE READING
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