On nonlinear weighted total least squares parameter estimation problem for the three-parameter Weibull density
| Autor: | Darija Marković, Dragan Jukić |
|---|---|
| Rok vydání: | 2010 |
| Předmět: |
Recursive least squares filter
Applied Mathematics Explained sum of squares Generalized least squares Least squares Iteratively reweighted least squares Modelling and Simulation Modeling and Simulation Non-linear least squares Statistics Applied mathematics Total least squares three-parameter Weibull density total least squares total least squares estimate existence problem data fitting Mathematics Weibull distribution |
| Zdroj: | Applied Mathematical Modelling. 34:1839-1848 |
| ISSN: | 0307-904X |
| DOI: | 10.1016/j.apm.2009.10.001 |
| Popis: | The three-parameter Weibull density function is widely employed as a model in reliability and lifetime studies. Estimation of its parameters has been approached in the literature by various techniques, because a standard maximum likelihood estimate does not exist. In this paper we consider the nonlinear weighted total least squares fitting approach. As a main result, a theorem on the existence of the total least squares estimate is obtained, as well as its generalization in the total l q norm ( q ⩾ 1 ). Some numerical simulations to support the theoretical work are given. |
| Databáze: | OpenAIRE |
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