Semiparametric reconstruction of the density function which is based on the generalized lambda-distribution in the problem of identification of regression models
Tóm tắt
The problem is considered of estimating the parameters of regression models.We study the method of the adaptive estimation of the parameters of regression models with the use of the semiparametric approach to the estimation of the density distribution function of random errors. The accuracy of the estimation of the regression parameters of this method is compared with the results obtained by the adaptive method on the basis of the generalized lambda-distribution developed earlier by the authors.
Tài liệu tham khảo
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