Total Least Squares Fitting the Three-Parameter Inverse Weibull Density

Dragan Jukic, Darija Markovic


The  focus of this paper is  on a nonlinear weighted total least squares fitting problem for the three-parameter inverse Weibull density which is frequently employed as a model in reliability and lifetime studies. As a main result, a theorem on the existence of the total least squares estimator  is obtained,
as well as its generalization in the $l_q$ norm ($1\leq q<\infty$).


inverse Weibull density, total least squares, total least squares estimate, existence problem, data fitting

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