A fast robust method for fitting gamma distributions
The art of fitting gamma distributions robustly is described. In particular we compare methods of fitting via minimizing a Cramér Von Mises distance, an L 2 minimum distance estimator, and fitting a B-optimal M-estimator. After a brief prelude on robust estimation explaining the merits in terms of w...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
2012
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| Online Access: | http://hdl.handle.net/20.500.11937/29956 |
| _version_ | 1848752949568733184 |
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| author | Clarke, B. McKinnon, Peter Riley, G. |
| author_facet | Clarke, B. McKinnon, Peter Riley, G. |
| author_sort | Clarke, B. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | The art of fitting gamma distributions robustly is described. In particular we compare methods of fitting via minimizing a Cramér Von Mises distance, an L 2 minimum distance estimator, and fitting a B-optimal M-estimator. After a brief prelude on robust estimation explaining the merits in terms of weak continuity and Fréchet differentiability of all the aforesaid estimators from an asymptotic point of view, a comparison is drawn with classical estimation and fitting. In summary, we give a practical example where minimizing a Cramér Von Mises distance is both efficacious in terms of efficiency and robustness as well as being easily implemented. Here gamma distributions arise naturally for "in control" representation indicators from measurements of spectra when using fourier transform infrared (FTIR) spectroscopy. However, estimating the in-control parameters for these distributions is often difficult, due to the occasional occurrence of outliers. |
| first_indexed | 2025-11-14T08:16:45Z |
| format | Journal Article |
| id | curtin-20.500.11937-29956 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T08:16:45Z |
| publishDate | 2012 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-299562018-03-29T09:08:37Z A fast robust method for fitting gamma distributions Clarke, B. McKinnon, Peter Riley, G. The art of fitting gamma distributions robustly is described. In particular we compare methods of fitting via minimizing a Cramér Von Mises distance, an L 2 minimum distance estimator, and fitting a B-optimal M-estimator. After a brief prelude on robust estimation explaining the merits in terms of weak continuity and Fréchet differentiability of all the aforesaid estimators from an asymptotic point of view, a comparison is drawn with classical estimation and fitting. In summary, we give a practical example where minimizing a Cramér Von Mises distance is both efficacious in terms of efficiency and robustness as well as being easily implemented. Here gamma distributions arise naturally for "in control" representation indicators from measurements of spectra when using fourier transform infrared (FTIR) spectroscopy. However, estimating the in-control parameters for these distributions is often difficult, due to the occasional occurrence of outliers. 2012 Journal Article http://hdl.handle.net/20.500.11937/29956 10.1007/s00362-011-0404-3 restricted |
| spellingShingle | Clarke, B. McKinnon, Peter Riley, G. A fast robust method for fitting gamma distributions |
| title | A fast robust method for fitting gamma distributions |
| title_full | A fast robust method for fitting gamma distributions |
| title_fullStr | A fast robust method for fitting gamma distributions |
| title_full_unstemmed | A fast robust method for fitting gamma distributions |
| title_short | A fast robust method for fitting gamma distributions |
| title_sort | fast robust method for fitting gamma distributions |
| url | http://hdl.handle.net/20.500.11937/29956 |