A combined method based on kurtosis indexes for estimating p in non-linear Lp-norm regression

A combined method based on kurtosis indexes for estimating p in non-linear Lp-norm regression

The Generalized Error Distribution (G.E.D.) is a very flexible family of symmetric density distributions, which are characterized by their shape parameter p linked to the Lp-norm estimators. In fact, under this errors assumption in the regression model the G.E.D. parameter p coincides with the p exp...

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Bibliographic Details
Main Author: Massimiliano Giacalone
Format: Article
Language:English
Published: Elsevier 2020-01-01
Series:Sustainable Futures
Subjects:
Lp-norm estimators
Generalized error distribution
Adaptive procedures
Kurtosis indexes
Non-linear regression
Sustainability
Online Access:http://www.sciencedirect.com/science/article/pii/S2666188820300010

Internet

http://www.sciencedirect.com/science/article/pii/S2666188820300010

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