Qest
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Software:111834
Quantile-Based Estimator
Paolo Frumento, Gianluca Sottile
Last update: 23 January 2024
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.0.0, 1.0.1
Quantile-based estimators (Q-estimators) can be used to fit any parametric distribution, using its quantile function. Q-estimators are usually more robust than standard maximum likelihood estimators. The method is described in: Sottile G. and Frumento P. (2022). Robust estimation and regression with parametric quantile functions. <doi:10.1016/j.csda.2022.107471>.
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