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Parameter estimation of S-distributions with alternating regression
dc.contributor.author | Chou, I-Chun |
dc.contributor.author | Martens, Harald |
dc.contributor.author | Voit, Eberhard O. |
dc.date.accessioned | 2007-11-15T19:44:43Z |
dc.date.available | 2007-11-15T19:44:43Z |
dc.date.issued | 2007 |
dc.identifier.citation | Chou, I-Chun; Martens, Harald; O. Voit, Eberhard. "Parameter estimation of S-distributions with alternating regression". SORT, 2007, Vol. 31, núm. 1 |
dc.identifier.issn | 1696-2281 |
dc.identifier.uri | http://hdl.handle.net/2099/3796 |
dc.description.abstract | 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 speed renders it feasible to select several initial guesses and search settings as an effective countermeasure. |
dc.format.extent | 55-74 |
dc.language.iso | eng |
dc.publisher | Institut d'Estadística de Catalunya |
dc.relation.ispartof | SORT. 2007, Vol. 31, Núm. 1 [January-June] |
dc.rights | Attribution-NonCommercial-NoDerivs 2.5 Spain |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/2.5/es/ |
dc.subject.other | Distribution (Probability theory) |
dc.subject.other | Inference |
dc.title | Parameter estimation of S-distributions with alternating regression |
dc.type | Article |
dc.subject.lemac | Distribució (Teoria de la probabilitat) |
dc.subject.lemac | Inferència |
dc.description.peerreviewed | Peer Reviewed |
dc.subject.ams | Classificació AMS::62 Statistics::62E Distribution theory |
dc.subject.ams | Classificació AMS::62 Statistics::62G Nonparametric inference |
dc.subject.ams | Classificació AMS::62 Statistics::62J Linear inference, regression |
dc.rights.access | Open Access |
local.personalitzacitacio | true |