Applying Least Absolute Deviation Regression to Regression-type Estimation of the Index of a Stable Distribution Using the Characteristic Function.
J. Martin van ZylPublished in: Commun. Stat. Simul. Comput. (2015)
Keyphrases
- regression model
- ordinary least squares
- accurate estimation
- regression problems
- data sets
- nonparametric regression
- robust regression
- locally weighted
- estimation problems
- regression methods
- linear regression
- regression algorithm
- database
- aggregating algorithm
- learning algorithm
- polynomial regression
- simple linear
- regression method
- regression analysis
- parameter estimation
- semi parametric
- gaussian process regression
- gaussian processes
- knn
- ridge regression
- regression function
- support vector
- bayesian networks
- index structure
- linear models