Parameter estimation of S-distributions with alternating regression

• Autores: I Chun Chou, Harald Martens, Eberhard O. Voit
• Localización: Sort: Statistics and Operations Research Transactions, ISSN 1696-2281, Vol. 31, Nº. 1, 2007, págs. 55-74
• Idioma: inglés
• Títulos paralelos:
  • Estimación de parámetros de distribuciones S mediante regresión alternante.
• Enlaces
  • Texto completo (pdf)
• 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