A Median Regression Model to Estimate the Parameters of the Three-Parameter Generalized Pareto Distribution.
J. Martin van ZylPublished in: Commun. Stat. Simul. Comput. (2012)
Keyphrases
- regression model
- linear model
- linear regression model
- conditional distribution
- gaussian process
- parameter estimates
- parameter values
- regression analysis
- generalized linear
- maximum likelihood estimates
- parameter estimation
- parameter settings
- model selection
- maximum likelihood
- maximum likelihood estimator
- prediction model
- regression methods
- parameter space
- kernel regression
- support vector regression
- explanatory variables
- multivariate regression
- extreme values
- probability distribution
- multi objective
- generalized linear models
- regression trees
- independent variables
- condition number
- response variable
- multiple linear regression
- predictor variables
- logistic regression models
- probability density function
- linear regression
- survival analysis
- gaussian processes
- joint distribution
- dirichlet distribution
- regression method
- semi parametric