Qest

Quantile-based estimators (Q-estimators) can be used to fit any parametric distribution, using its quantile function. Q-estimators are usually more robust than standard maximum likelihood estimators. The method is described in: Sottile G. and Frumento P. (2022). Robust estimation and regression with parametric quantile functions. doi:10.1016/j.csda.2022.107471.

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.