A Generalization of the Univariate Slash by a Scale-Mixtured Exponential Power Distribution

DOI10.1080/03610910701539161zbMath1126.62006OpenAlexW2094658303MaRDI QIDQ5436411

Ali İ. Genç

Publication date: 16 January 2008

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910701539161

zbMATH Keywords

robustness\(M\)-estimationheavy tailslash distribution

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Characterization and structure theory of statistical distributions (62E10)

Related Items (20)

An Asymmetric Extension for the Family of Elliptical Slash Distributions ⋮ A new heavy-tailed distribution defined on the bounded interval: the logit slash distribution and its application ⋮ The modified slash Lindley–Weibull distribution with applications to nutrition data ⋮ Generalized modified slash distribution with applications ⋮ An extension of the half-normal distribution ⋮ Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions ⋮ The location-scale mixture exponential power distribution: a Bayesian and maximum likelihood approach ⋮ A skew extension of the slash distribution via beta-normal distribution ⋮ An extension of the generalized half-normal distribution ⋮ Gumbel distribution with heavy tails and applications to environmental data ⋮ Linear regression models with slash-elliptical errors ⋮ Modified skew-slash distribution ⋮ A generalization of the multivariate slash distribution ⋮ The multivariate asymmetric slash Laplace distribution and its applications ⋮ Tail conditional risk measures for location-scale mixture of elliptical distributions ⋮ A new family of multivariate slash distributions ⋮ Tail dependence of generalized modified skew slash distribution ⋮ Modified slash distribution ⋮ A new class of slash-elliptical distributions ⋮ Matrix variate slash distribution

Cites Work

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• On robust Bayesian analysis for location and scale parameters
• The multivariate skew-slash distribution
• Robust Confidence Intervals for a Location Parameter: The Configural Approach
• On the Detection of Many Outliers
• Subset selection in multiple linear regression with heavy tailed error distribution
• A Note on parameter and standard error estimation in adaptive robust regression
• Robust Estimation, Nonnormalities, and Generalized Exponential Distributions
• Understanding some long‐tailed symmetrical distributions

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