A generalization of the univariate slash by a scale-mixtured exponential power distribution

Basit Öğe Kaydı
dc.authorid0000-0001-7880-5587
dc.contributor.authorGenc, Ali I.
dc.date.accessioned2019-08-01T13:38:39Z
dc.date.available2019-08-01T13:38:39Z
dc.date.issued2007
dc.departmentNiğde ÖHÜ
dc.description.abstractA 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.
dc.identifier.doi10.1080/03610910701539161
dc.identifier.endpage947
dc.identifier.issn0361-0918
dc.identifier.issue5
dc.identifier.scopus2-s2.0-34548303608
dc.identifier.scopusqualityQ3
dc.identifier.startpage937
dc.identifier.urihttps://dx.doi.org/10.1080/03610910701539161
dc.identifier.urihttps://hdl.handle.net/11480/5432
dc.identifier.volume36
dc.identifier.wosWOS:000251715000001
dc.identifier.wosqualityQ4
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.institutionauthorGenc, Ali I.
dc.language.isoen
dc.publisherTAYLOR & FRANCIS INC
dc.relation.ispartofCOMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.subjectexponential power distribution
dc.subjectheavy tail
dc.subjectM-estimation
dc.subjectrobustness
dc.subjectslash distribution
dc.titleA generalization of the univariate slash by a scale-mixtured exponential power distribution
dc.typeArticle

Dosyalar

Koleksiyon

WoS İndeksli Yayınlar Koleksiyonu
Scopus İndeksli Yayınlar Koleksiyonu