Displaying similar documents to “Recursive estimates of quantile based on 0-1 observations”

Fitting a linear regression model by combining least squares and least absolute value estimation.

Sira Allende, Carlos Bouza, Isidro Romero (1995)

Qüestiió

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Robust estimation of the multiple regression is modeled by using a convex combination of Least Squares and Least Absolute Value criterions. A Bicriterion Parametric algorithm is developed for computing the corresponding estimates. The proposed procedure should be specially useful when outliers are expected. Its behavior is analyzed using some examples.

Parameter estimation of S-distributions with alternating regression.

I-Chun Chou, Harald Martens, Eberhard O. Voit (2007)

SORT

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We propose a novel 3-way alternating regression (3-AR) method as an effective strategy for the estimation of parameter values in S-distributions from frequency data. The 3-AR algorithm is very fast and performs well for error-free distributions and artificial noisy data obtained as random samples generated from S-distributions, as well as for traditional statistical distributions and for actual observation data. In rare cases where the algorithm does not immediately converge, its enormous...