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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| Format: | Article |
| Language: | English |
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Elsevier
2020-01-01
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| Series: | Sustainable Futures |
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| Online Access: | http://www.sciencedirect.com/science/article/pii/S2666188820300010 |