A generalization of the univariate slash by a scale-mixtured exponential power distribution
Küçük Resim Yok
Tarih
2007
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
TAYLOR & FRANCIS INC
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
A generalization of the slash distribution is derived using the scale mixture of the exponential power distribution. The newly defined family of distributions provides a rich flexibility on the tail heaviness and yields alternative robust estimators of location and scale in non normal situations. In order to investigate asymptotically the bias properties of the estimators, a simulation study is performed. The performance of the estimators on two well-known real data sets is also illustrated.
Açıklama
Anahtar Kelimeler
exponential power distribution, heavy tail, M-estimation, robustness, slash distribution
Kaynak
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
WoS Q Değeri
Q4
Scopus Q Değeri
Q3
Cilt
36
Sayı
5
