COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, vol.36, no.5, pp.937-947, 2007 (SCI-Expanded)
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.