首页   按字顺浏览 期刊浏览 卷期浏览 A comparison of robust regression techniques for the estimation of weibull parameters
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