Parameter estimation of S-distributions with alternating regression

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 ge...

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Detalles Bibliográficos
Autores: Chou, I-Chun, Martens, Harald, Voit, Eberhard O.
Tipo de recurso: artículo
Fecha de publicación:2007
País:España
Institución:Universitat Politècnica de Catalunya (UPC)
Repositorio:UPCommons. Portal del coneixement obert de la UPC
Idioma:inglés
OAI Identifier:oai:upcommons.upc.edu:2099/3796
Acceso en línea:https://hdl.handle.net/2099/3796
Access Level:acceso abierto
Palabra clave:Distribution (Probability theory)
Inference
Distribució (Teoria de la probabilitat)
Inferència
Classificació AMS::62 Statistics::62E Distribution theory
Classificació AMS::62 Statistics::62G Nonparametric inference
Classificació AMS::62 Statistics::62J Linear inference, regression
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spelling Parameter estimation of S-distributions with alternating regressionChou, I-ChunMartens, HaraldVoit, Eberhard O.Distribution (Probability theory)InferenceDistribució (Teoria de la probabilitat)InferènciaClassificació AMS::62 Statistics::62E Distribution theoryClassificació AMS::62 Statistics::62G Nonparametric inferenceClassificació AMS::62 Statistics::62J Linear inference, regressionWe 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.Peer ReviewedInstitut d'Estadística de Catalunya20072007-01-0120072007-11-15journal articlehttp://purl.org/coar/resource_type/c_6501NAhttp://purl.org/coar/version/c_be7fb7dd8ff6fe43info:eu-repo/semantics/articleapplication/pdfhttps://hdl.handle.net/2099/3796reponame:UPCommons. Portal del coneixement obert de la UPCinstname:Universitat Politècnica de Catalunya (UPC)Inglésengopen accesshttp://purl.org/coar/access_right/c_abf2Attribution-NonCommercial-NoDerivs 2.5 Spainhttp://creativecommons.org/licenses/by-nc-nd/2.5/es/info:eu-repo/semantics/openAccessoai:upcommons.upc.edu:2099/37962026-05-27T15:37:01Z
dc.title.none.fl_str_mv Parameter estimation of S-distributions with alternating regression
title Parameter estimation of S-distributions with alternating regression
spellingShingle Parameter estimation of S-distributions with alternating regression
Chou, I-Chun
Distribution (Probability theory)
Inference
Distribució (Teoria de la probabilitat)
Inferència
Classificació AMS::62 Statistics::62E Distribution theory
Classificació AMS::62 Statistics::62G Nonparametric inference
Classificació AMS::62 Statistics::62J Linear inference, regression
title_short Parameter estimation of S-distributions with alternating regression
title_full Parameter estimation of S-distributions with alternating regression
title_fullStr Parameter estimation of S-distributions with alternating regression
title_full_unstemmed Parameter estimation of S-distributions with alternating regression
title_sort Parameter estimation of S-distributions with alternating regression
dc.creator.none.fl_str_mv Chou, I-Chun
Martens, Harald
Voit, Eberhard O.
author Chou, I-Chun
author_facet Chou, I-Chun
Martens, Harald
Voit, Eberhard O.
author_role author
author2 Martens, Harald
Voit, Eberhard O.
author2_role author
author
dc.subject.none.fl_str_mv Distribution (Probability theory)
Inference
Distribució (Teoria de la probabilitat)
Inferència
Classificació AMS::62 Statistics::62E Distribution theory
Classificació AMS::62 Statistics::62G Nonparametric inference
Classificació AMS::62 Statistics::62J Linear inference, regression
topic Distribution (Probability theory)
Inference
Distribució (Teoria de la probabilitat)
Inferència
Classificació AMS::62 Statistics::62E Distribution theory
Classificació AMS::62 Statistics::62G Nonparametric inference
Classificació AMS::62 Statistics::62J Linear inference, regression
description 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.
publishDate 2007
dc.date.none.fl_str_mv 2007
2007-01-01
2007
2007-11-15
dc.type.none.fl_str_mv journal article
http://purl.org/coar/resource_type/c_6501
NA
http://purl.org/coar/version/c_be7fb7dd8ff6fe43
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://hdl.handle.net/2099/3796
url https://hdl.handle.net/2099/3796
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
Attribution-NonCommercial-NoDerivs 2.5 Spain
http://creativecommons.org/licenses/by-nc-nd/2.5/es/
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
Attribution-NonCommercial-NoDerivs 2.5 Spain
http://creativecommons.org/licenses/by-nc-nd/2.5/es/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Institut d'Estadística de Catalunya
publisher.none.fl_str_mv Institut d'Estadística de Catalunya
dc.source.none.fl_str_mv reponame:UPCommons. Portal del coneixement obert de la UPC
instname:Universitat Politècnica de Catalunya (UPC)
instname_str Universitat Politècnica de Catalunya (UPC)
reponame_str UPCommons. Portal del coneixement obert de la UPC
collection UPCommons. Portal del coneixement obert de la UPC
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15.301603

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