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Latest revision as of 18:55, 12 March 2024
Quantile-Based Estimator
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Qest |
Quantile-Based Estimator |
Statements
23 January 2024
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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>.
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expanded from: GPL (≥ 2) (English)
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