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Qest: Quantile-Based Estimator
Quantile-based estimators (Q-estimators) can be used to fit any parametric distribution, using its quantile function. Q-estimators are usually more robust than standard maximum likelihood estimators. The method is described in: Sottile G. and Frumento P. (2022). Robust estimation and regression with parametric quantile functions. <doi:10.1016/j.csda.2022.107471>.
Getting started
Browse package contents
Package details |
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| Author | Gianluca Sottile [aut, cre], Paolo Frumento [aut] |
| Maintainer | Gianluca Sottile <gianluca.sottile@unipa.it> |
| License | GPL (>= 2) |
| Version | 1.0.1 |
| URL | https://www.sciencedirect.com/science/article/abs/pii/S0167947322000512 |
| Package repository | View on CRAN |
| Installation |
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