6533b831fe1ef96bd12982cc
RESEARCH PRODUCT
The Norm-P Estimation of Location, Scale and Simple Linear Regression Parameters
A. Mineosubject
General linear modelPolynomial regressionProper linear modelLinear regressionStatisticsMean and predicted responseApplied mathematicsEstimatorLog-linear modelSimple linear regressionMathematicsdescription
A new formulation of the exponential power distributions is used as general error model to describe long-tailed and short -tailed distributed errors. The proposed estimators of the location, scale and structure parameters of this general model and of the simple linear regression parameters when the response variable is affected by errors coming from the previous model should be used instead of robust estimators and against the practice of rejecting outlying observations. Two Monte Carlo simulations prove the good properties of these norm-p estimators.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 1989-01-01 |