Robust estimators of the generalized log-gamma distribution
We propose robust estimators of the generalized log-gamma distribution and, more generally, of location-shape-scale families of distributions. A (weighted) Qτ estimator minimizes a τ scale of the differences between empirical and theoretical quantiles. It is n 1/2 consistent; unfortunately, it is no...
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| Autores principales: | Agostinelli, C., Marazzi, A., Yohai, V.J. |
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| Formato: | JOUR |
| Materias: | |
| Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_00401706_v56_n1_p92_Agostinelli |
| Aporte de: |
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