Maximum product spacings method for the estimation of parameters of linear regression

Maximum product spacings method for the estimation of parameters of linear regression

© Published under licence by IOP Publishing Ltd. Maximum product of spacing (MPS) estimator, which is a general method for estimating parameters from observations with continuous univariate distributions, is considered as an alternative approach in linear regression modelling. We describe the basic...

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Main Authors: Sukrit Thongkairat, Woraphon Yamaka, Songsak Sriboonchitta
Format: Conference Proceeding
Published: 2018
Subjects:
Physics and Astronomy
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85051395302&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/59117
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Institution: Chiang Mai University
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spelling th-cmuir.6653943832-591172018-09-05T04:38:42Z Maximum product spacings method for the estimation of parameters of linear regression Sukrit Thongkairat Woraphon Yamaka Songsak Sriboonchitta Physics and Astronomy © Published under licence by IOP Publishing Ltd. Maximum product of spacing (MPS) estimator, which is a general method for estimating parameters from observations with continuous univariate distributions, is considered as an alternative approach in linear regression modelling. We describe the basic idea of the maximum spacings estimator and apply to the linear regression problem. Moreover, we conduct a simulation and experiment study to make the comparison between MPS method and maximum likelihood estimator under various distribution assumptions. Finally, a real data set has been implemented to illustrate the performance of this estimator. 2018-09-05T04:38:42Z 2018-09-05T04:38:42Z 2018-07-26 Conference Proceeding 17426596 17426588 2-s2.0-85051395302 10.1088/1742-6596/1053/1/012110 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85051395302&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/59117
institution Chiang Mai University
building Chiang Mai University Library
country Thailand
collection CMU Intellectual Repository
topic Physics and Astronomy
spellingShingle Physics and Astronomy
Sukrit Thongkairat
Woraphon Yamaka
Songsak Sriboonchitta
Maximum product spacings method for the estimation of parameters of linear regression
description © Published under licence by IOP Publishing Ltd. Maximum product of spacing (MPS) estimator, which is a general method for estimating parameters from observations with continuous univariate distributions, is considered as an alternative approach in linear regression modelling. We describe the basic idea of the maximum spacings estimator and apply to the linear regression problem. Moreover, we conduct a simulation and experiment study to make the comparison between MPS method and maximum likelihood estimator under various distribution assumptions. Finally, a real data set has been implemented to illustrate the performance of this estimator.
format Conference Proceeding
author Sukrit Thongkairat
Woraphon Yamaka
Songsak Sriboonchitta
author_facet Sukrit Thongkairat
Woraphon Yamaka
Songsak Sriboonchitta
author_sort Sukrit Thongkairat
title Maximum product spacings method for the estimation of parameters of linear regression
title_short Maximum product spacings method for the estimation of parameters of linear regression
title_full Maximum product spacings method for the estimation of parameters of linear regression
title_fullStr Maximum product spacings method for the estimation of parameters of linear regression
title_full_unstemmed Maximum product spacings method for the estimation of parameters of linear regression
title_sort maximum product spacings method for the estimation of parameters of linear regression
publishDate 2018
url https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85051395302&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/59117
_version_ 1681425191983382528

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