On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions*
From MaRDI portal
Publication:5085599
DOI10.1080/03610926.2018.1549243OpenAlexW2908095746MaRDI QIDQ5085599FDOQ5085599
Authors: Mehmet Niyazi Çankaya, Olcay Arslan
Publication date: 27 June 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1549243
Cites Work
- The epsilon-skew-normal distribution for analyzing near-normal data
- Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)
- Title not available (Why is that?)
- An Optimum Property of Regular Maximum Likelihood Estimation
- Statistical inference for a general class of asymmetric distributions
- Properties and estimation of asymmetric exponential power distribution
- Constrained \(M\)-estimation for multivariate location and scatter
- Modeling and Inference with v-Spherical Distributions
- Title not available (Why is that?)
- Title not available (Why is that?)
- Robust Statistics
- Inferential Aspects of the Skew Exponential Power Distribution
- Robust Statistics
- The Influence Curve and Its Role in Robust Estimation
- Redescending \(M\)-estimates of multivariate location and scatter
- Financial data and the skewed generalized \(t\) distribution
- Robustness of the student t based M-estimator
- An Extension of the Epsilon-Skew-Normal Distribution
- Flexible Class of Skew-Symmetric Distributions
- Redescending \(M\)-estimators
- Maximum likelihood parameter estimation for the multivariate skew-slash distribution
- Breakdown properties of location \(M\)-estimators
- Applications of skew models using generalized logistic distribution
- Convergence Behavior of the em algorithm for the multivariate t -distribution
- A NOTE ON THE CONSISTENCY AND MAXIMA OF THE ROOTS OF LIKELIHOOD EQUATIONS
- A doubly skewed normal distribution
- Error Distribution for Gene Expression Data
- An alternative multivariate skew Laplace distribution: properties and estimation
- A further look at robustness via Bayes's theorem
- The iteratively reweighted estimating equation in minimum distance problems
- Title not available (Why is that?)
- The skew generalized \(t\) (SGT) distribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation
- Finite sample breakdown of M- and P-estimators
- Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter
- Another look at Huber's estimator: a new minimax estimator in regression with stochastically bounded noise
- The epsilon-skew exponential power distribution family
- Essential statistical inference. Theory and methods
- Partially adaptive econometric methods for regression and classification
- Least informative distributions in maximum \(q\)-log-likelihood estimation
- Further results on the epsilon-skew exponential power distribution
- Some skew-symmetric distributions which include the bimodal ones
- Robust modeling using the generalized epsilon-skew-\(t\) distribution
Cited In (6)
- A general class of trimodal distributions: properties and inference
- Market price of risk estimation: Does distribution matter?
- A new class of distributions on the whole real line based on the continuous iteration approach
- Robust maximum likelihood estimation of stochastic frontier models
- Weak properties and robustness of t-Hill estimators
- Optimal B-robust estimators for the parameters of the power Lindley distribution
Uses Software
This page was built for publication: On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions*
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5085599)