Qest

MaRDI QIDQ111834CRANFDO

Authors Paolo Frumento, Gianluca Sottile

Last update 23 January 2024

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 1.0.0, 1.0.1

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>.

Cites work

• Robust estimation and regression with parametric quantile functions

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