Parameter estimation of S-distributions with alternating regression
Chou, I-Chun (Georgia Institute of Technology and Emory University)
Martens, Harald (Norwegian U. of Life Sciences)
Voit, Eberhard O. (Georgia Institute of Technology and Emory University)

Date:	2007
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.
Rights:	Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades.
Language:	Anglès
Document:	Article ; recerca ; Versió publicada
Subject:	Alternating regression ; Parameter estimation ; S-distribution ; S-system
Published in:	SORT : statistics and operations research transactions, Vol. 31, Núm. 1 (January-June 2007) , p. 55-74, ISSN 2013-8830

Adreça alternativa: https://raco.cat/index.php/SORT/article/view/73889

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