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

DOI10.1080/03610910701539161MaRDI QIDQ5436411zbMATH OpenOpenAlexFDO

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

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Cites work

• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• A Note on parameter and standard error estimation in adaptive robust regression
• On robust Bayesian analysis for location and scale parameters
• On the Detection of Many Outliers
• Robust Confidence Intervals for a Location Parameter: The Configural Approach
• Robust Estimation, Nonnormalities, and Generalized Exponential Distributions
• Subset selection in multiple linear regression with heavy tailed error distribution
• The multivariate skew-slash distribution
• Understanding some long‐tailed symmetrical distributions

Cited in

(22)

• The multivariate asymmetric slash Laplace distribution and its applications
• An extension of the half-normal distribution
• An asymmetric extension for the family of elliptical slash distributions
• A new family of multivariate slash distributions
• Tail dependence of generalized modified skew slash distribution
• Gumbel distribution with heavy tails and applications to environmental data
• Generalized modified slash distribution with applications
• A new class of slash-elliptical distributions
• An alternative multivariate exponential power distribution
• scientific article; zbMATH DE number 6531293 (Why is no real title available?)
• A skew extension of the slash distribution via beta-normal distribution
• Linear regression models with slash-elliptical errors
• An extension of the generalized half-normal distribution
• A generalization of the multivariate slash distribution
• Tail conditional risk measures for location-scale mixture of elliptical distributions
• Matrix variate slash distribution
• The location-scale mixture exponential power distribution: a Bayesian and maximum likelihood approach
• The modified slash Lindley–Weibull distribution with applications to nutrition data
• Modified skew-slash distribution
• Modified slash distribution
• Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions
• A new heavy-tailed distribution defined on the bounded interval: the logit slash distribution and its application

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