Qest (Q111834): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Paolo Frumento (Q111831) |
Added link to MaRDI item. |
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| Property / last update: 5 April 2022 / rank | |||||||||||||||
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| Property / author: Gianluca Sottile / rank | |||||||||||||||
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| Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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| Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
| Property / copyright license: GNU General Public License, version 3.0 / qualifier | |||||||||||||||
| Property / depends on software | |||||||||||||||
| Property / depends on software: methods / rank | |||||||||||||||
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| Property / depends on software: utils / rank | |||||||||||||||
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| Property / depends on software: pch / rank | |||||||||||||||
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| Property / depends on software: survival / rank | |||||||||||||||
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| Property / depends on software: matrixStats / rank | |||||||||||||||
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| Property / cites work: Robust estimation and regression with parametric quantile functions / rank | |||||||||||||||
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| Property / maintained by: Gianluca Sottile / rank | |||||||||||||||
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1.0.1 | |||||||||||||||
| Property / software version identifier: 1.0.1 / rank | |||||||||||||||
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| Property / software version identifier: 1.0.1 / qualifier | |||||||||||||||
publication date: 23 January 2024
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23 January 2024
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| Property / last update: 23 January 2024 / rank | |||||||||||||||
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| Property / maintained by: Gianluca Sottile / rank | |||||||||||||||
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| Property / description | |||||||||||||||
Quantile-based estimators (Q-estimators) can be used to fit any parametric distribution, using its quantile function. Q-estimators are usually more robust than standard maximum likelihood estimators. The method is described in: Sottile G. and Frumento P. (2022). Robust estimation and regression with parametric quantile functions. <doi:10.1016/j.csda.2022.107471>. | |||||||||||||||
| Property / description: Quantile-based estimators (Q-estimators) can be used to fit any parametric distribution, using its quantile function. Q-estimators are usually more robust than standard maximum likelihood estimators. The method is described in: Sottile G. and Frumento P. (2022). Robust estimation and regression with parametric quantile functions. <doi:10.1016/j.csda.2022.107471>. / rank | |||||||||||||||
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| Property / author: Gianluca Sottile / rank | |||||||||||||||
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| Property / author | |||||||||||||||
| Property / author: Paolo Frumento / rank | |||||||||||||||
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| Property / copyright license | |||||||||||||||
| Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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| Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
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| Property / copyright license: GNU General Public License, version 3.0 / qualifier | |||||||||||||||
edition/version: expanded from: GPL (≥ 2) (English) | |||||||||||||||
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| Property / depends on software: pch / rank | |||||||||||||||
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| Property / depends on software | |||||||||||||||
| Property / depends on software: survival / rank | |||||||||||||||
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| Property / depends on software | |||||||||||||||
| Property / depends on software: matrixStats / rank | |||||||||||||||
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| Property / depends on software | |||||||||||||||
| Property / depends on software: methods / rank | |||||||||||||||
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| Property / depends on software | |||||||||||||||
| Property / depends on software: utils / rank | |||||||||||||||
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| Property / cites work | |||||||||||||||
| Property / cites work: Robust estimation and regression with parametric quantile functions / rank | |||||||||||||||
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| Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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| links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 19:55, 12 March 2024
Quantile-Based Estimator
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Qest |
Quantile-Based Estimator |
Statements
23 January 2024
0 references
Quantile-based estimators (Q-estimators) can be used to fit any parametric distribution, using its quantile function. Q-estimators are usually more robust than standard maximum likelihood estimators. The method is described in: Sottile G. and Frumento P. (2022). Robust estimation and regression with parametric quantile functions. <doi:10.1016/j.csda.2022.107471>.
0 references
expanded from: GPL (≥ 2) (English)
0 references
