Robust Location and Scale Estimation Based on the Univariate Generalizedt(GT) Distribution

DOI10.1081/STA-120022242MaRDI QIDQ4412404zbMATH OpenOpenAlexFDO

Authors Olcay Arslan, Ali İ. Genç

Publication date 14 July 2003

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sta-120022242

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• A further look at robustness via Bayes's theorem
• Alternative beta estimation for the market model using partially adaptive techniques
• Beta estimation in the market model: skewness and leptokurtosis
• Financial data and the skewed generalized t distribution
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3551675 (Why is no real title available?)
• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• On Adaptive M-Regression
• On the existence and uniqueness of the maximum likelihood estimate of a vector-valued parameter in fixed-size samples
• Robust Estimation, Nonnormalities, and Generalized Exponential Distributions
• Robustness of the student t based M-estimator

Cited in

(14)

• Extending the multivariate generalised \(t\) and generalised \(VG\) distributions
• Skew models. II
• Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables
• Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution
• On the generalizedt(GT) distribution
• SCALE MIXTURES DISTRIBUTIONS IN STATISTICAL MODELLING
• Modelling stochastic volatility using generalized t distribution
• Variable Selection in Heteroscedastic Regression Models Under General Skew-t Distributional Models Using Information Complexity
• Robust parameter estimation of regression model with AR(p) error terms
• The generalized T Birnbaum-Saunders family
• The skew generalized t (SGT) distribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation
• An alternative stochastic model for linear portfolios
• Joint robust variable selection of mean and covariance model via shrinkage methods
• EM algorithm for bounded generalized t mixture model with an application to image segmentation

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