Revistes Publicacions URV: SORT - Statistics and Operations Research Transactions> 2007

Parameter estimation of S-distributions with alternating regression

  • Datos identificativos

    Identificador: RP:2308
    Handle: https://hdl.handle.net/20.500.11797/RP2308
    Autores:
    Voit, Eberhard O.Martens, HaraldChou, I-Chun
    Resumen:
    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.

  • Otros:

    Autor/es de la URV: Voit, Eberhard O. Martens, Harald Chou, I-Chun
    Resumen: 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.
    Año de publicación de la revista: 2007
    Tipo de publicación: info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article