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  • 标题:Robust Estimation of the Generalized Loggamma Model: The R Package robustloggamma
  • 本地全文:下载
  • 作者:Claudio Agostinelli ; Alfio Marazzi ; Víctor J. Yohai
  • 期刊名称:Journal of Statistical Software
  • 印刷版ISSN:1548-7660
  • 电子版ISSN:1548-7660
  • 出版年度:2016
  • 卷号:70
  • 期号:1
  • 页码:1-21
  • 语种:English
  • 出版社:University of California, Los Angeles
  • 摘要:robustloggamma is an R package for robust estimation and inference in the generalized loggamma model. We briefly introduce the model, the estimation procedures and the computational algorithms. Then, we illustrate the use of the package with the help of a real data set.
  • 关键词:generalized loggamma model;R;robust estimators;robustloggamma;tau estimator;weighted likelihood
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