Estimating the Parameters of Regression Dependences Using the Gramm-Charlier Approximation
V. I. Denisov, V. S. Timofeev
Keywords: regression equation, estimating the parameters, maximum-likelihood method
Pages: 3-12
Abstract
Estimation of the regression model parameters is considered. A new approach to estimating the parameters for random error distributions that differ from the normal one and may be represented as the A-type Gramm-Charlier series is proposed. The developed approach is compared with the traditional least squares method and the sign method by means of computing experiments.
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