A Comparison of Least Squares and Least Absolute Deviation Regression Models for Estimating Weibull Parameters

Kenneth D. Lawrence; Douglas R. Shier

doi:10.1080/03610919808813515a

A Comparison of Least Squares and Least Absolute Deviation Regression Models for Estimating Weibull Parameters

Kenneth D. Lawrence, Douglas R. Shier

Research output: Contribution to journal › Article › peer-review

7 Scopus citations

Abstract

This paper studies alternative methods for simple estimation of the parameters of a Weibull distribution. Results from an extensive series of simulation experiments indicate that L1 estimation can provide a useful alternative to L2 estimation over a range of sample sizes and parameter values. Different methods for approximating the cumulative Weibull distribution have also been investigated.

Original language	English (US)
Pages (from-to)	315-326
Number of pages	12
Journal	Communications in Statistics - Simulation and Computation
Volume	10
Issue number	3
DOIs	https://doi.org/10.1080/03610919808813515a
State	Published - Jan 1 1981
Externally published	Yes

All Science Journal Classification (ASJC) codes

Statistics and Probability
Modeling and Simulation

Keywords

Weibull
least absolute deviation
least squares
regression
robust

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10.1080/03610919808813515a

Cite this

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KW - robust

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A Comparison of Least Squares and Least Absolute Deviation Regression Models for Estimating Weibull Parameters

Abstract

All Science Journal Classification (ASJC) codes

Keywords

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