Multiple Linear Regressions by Maximizing the Likelihood under Assumption of Generalized Gauss-Laplace Distribution of the Error

Figure 1

Evolution of the power of the errors () by optimization iteration: (a) set 1 (converged at 226); (b) set 6 (converged at 154); (c) set 8 (converged at 83); and (d) set 5 (converged at 784).

(a)

(b)

(c)

(d)