A robust alternative to the normal distribution

DOI10.2307/3314901MaRDI QIDQ3959281zbMATH OpenOpenAlexFDO

Authors Donald L. McLeish

Publication date 1982

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3314901

zbMATH Keywords

adaptive estimatesBessel distributiondependent dataheavy tailsrobust alternative to normal distributionrobustness of maximum-likelihood estimateswide-tailed distributions

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites work

• A BESSEL FUNCTION DISTRIBUTION
• A note on seasonal Markov chains with gamma or gamma-like distributions
• Do robust estimators work with real data?
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• scientific article; zbMATH DE number 3088524 (Why is no real title available?)
• ON THE PROBABILITY THAT TWO INDEPENDENT DISTRIBUTIONS OF FREQUENCY ARE REALLY SAMPLES FROM THE SAME PARENT POPULATION
• Robust regression using iteratively reweighted least-squares
• The Mixture of Normal Distributions with Different Variances

Cited in

(7)

• Observations on the McKay \(I_\nu\) Bessel distribution
• Analysis of survival data by a Weibull-Bessel distribution
• Bounds for confluent Horn function Φ2 deduced by McKay Iν Bessel law
• Probabilistic and analytical aspects of the symmetric and generalized Kaiser-Bessel window function
• Uncovering a generalised gamma distribution: from shape to interpretation
• In search of the perfect fit: interpretation, flexible modelling, and the existing generalisations of the normal distribution
• The variance-gamma distribution: a review

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