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

Genc A. İ.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, cilt.36, sa.5, ss.937-947, 2007 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 36 Sayı: 5
  • Basım Tarihi: 2007
  • Doi Numarası: 10.1080/03610910701539161
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.937-947
  • Anahtar Kelimeler: exponential power distribution, heavy tail, M-estimation, robustness, slash distribution, LOCATION PARAMETER, ROBUST, REGRESSION
  • Çukurova Üniversitesi Adresli: Hayır

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.