Robust Estimation, Nonnormalities, and Generalized Exponential Distributions
From MaRDI portal
Publication:4694193
DOI10.2307/2290721zbMath0775.62081OpenAlexW4255285125MaRDI QIDQ4694193
Publication date: 17 August 1993
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2290721
Related Items (19)
Family of multivariate generalized \(t\) distributions ⋮ A flexible parametric density estimator for multimodal distributions of test statistics ⋮ Robust artificial neural networks for pricing of European options ⋮ NON-LINEAR TIME SERIES MODELLING AND DISTRIBUTIONAL FLEXIBILITY ⋮ Variance-mean mixture of multivariate normal distribution and weighted gamma distribution: properties and applications ⋮ Measurement error in linear regression models with fat tails and skewed errors ⋮ An alternative multivariate skew Laplace distribution: properties and estimation ⋮ Bayesian alignment of similarity shapes ⋮ One-stepM-estimators: Jones and Faddy's skewedt-distribution ⋮ Analysis of the conditional stock-return distribution under incomplete specification. ⋮ The skew generalizedtdistribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation ⋮ Information-Theoretic Distribution Test with Application to Normality ⋮ Financial crashes as endogenous jumps: estimation, testing and forecasting ⋮ A Generalization of the Univariate Slash by a Scale-Mixtured Exponential Power Distribution ⋮ Robust Location and Scale Estimation Based on the Univariate Generalizedt(GT) Distribution ⋮ On extremes of two-dimensional Student-\(t\) distribution of the Marshall-Olkin type ⋮ Maximum likelihood parameter estimation for the multivariate skew-slash distribution ⋮ Joint tests of contagion with applications ⋮ A multifactor transformed diffusion model with applications to VIX and VIX futures
This page was built for publication: Robust Estimation, Nonnormalities, and Generalized Exponential Distributions
