A comparison of robust regression techniques for the estimation of weibull parameters
作者:
Douglas R. Shier,
Kenneth D. Lawrence,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1984)
卷期:
Volume 13,
issue 6
页码: 743-750
ISSN:0361-0918
年代: 1984
DOI:10.1080/03610918408812412
出版商: Marcel Dekker, Inc.
关键词: iteratively reweighted regression;least absolute deviation;Monte carlo;robust;weibull distribution
数据来源: Taylor
摘要:
In this paper several alternative robust reqression techniques are compared for estimating parameters of a Weibull distribution . In addition to the usual least squares (L2) and least absolute deviation (L1) methods, a number of one-step reweighting schemes based on the L1residuals are considered. The results of an extensive series of Monte Carlo simulation experiments demonstrate that the Anscmbe reweighting scheme generally produces the best Weibull estimates over the range of sample sizes and parameter values studied.
点击下载:
PDF (295KB)
返 回