Estimating parameters of linear regression with an exponential power distribution of errors by using a polynomial maximization method

Estimating parameters of linear regression with an exponential power distribution of errors by using a polynomial maximization method

This paper considers the application of a method for maximizing polynomials in order to find estimates of the parameters of a multifactorial linear regression provided the random errors of the regression model follow an exponential power distribution. The method used is conceptually close to a maxim...

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Bibliographic Details
Main Authors: Serhii Zabolotnii, Vladyslav Khotunov, Anatolii Chepynoha, Olexandr Tkachenko
Format: Article
Language:English
Published: PC Technology Center 2021-02-01
Series:Eastern-European Journal of Enterprise Technologies
Subjects:
regression
exponential power distribution
parameter estimation
moments
polynomial maximization method
Online Access:http://journals.uran.ua/eejet/article/view/225525

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