A fast robust method for fitting gamma distributions

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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...

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Bibliographic Details
Main Authors:	Clarke, B., McKinnon, Peter, Riley, G.
Format:	Journal Article
Published:	2012
Online Access:	http://hdl.handle.net/20.500.11937/29956

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