On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions*
From MaRDI portal
Publication:5085599
Cites work
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 1220667 (Why is no real title available?)
- scientific article; zbMATH DE number 775283 (Why is no real title available?)
- scientific article; zbMATH DE number 5018128 (Why is no real title available?)
- A NOTE ON THE CONSISTENCY AND MAXIMA OF THE ROOTS OF LIKELIHOOD EQUATIONS
- A doubly skewed normal distribution
- A further look at robustness via Bayes's theorem
- An Extension of the Epsilon-Skew-Normal Distribution
- An Optimum Property of Regular Maximum Likelihood Estimation
- An alternative multivariate skew Laplace distribution: properties and estimation
- Another look at Huber's estimator: a new minimax estimator in regression with stochastically bounded noise
- Applications of skew models using generalized logistic distribution
- Breakdown properties of location \(M\)-estimators
- Constrained \(M\)-estimation for multivariate location and scatter
- Convergence Behavior of the em algorithm for the multivariate t -distribution
- Convergence behavior of an iterative reweighting algorithm to compute multivariate M-estimates for location and scatter
- Error Distribution for Gene Expression Data
- Essential statistical inference. Theory and methods
- Financial data and the skewed generalized \(t\) distribution
- Finite sample breakdown of M- and P-estimators
- Flexible Class of Skew-Symmetric Distributions
- Further results on the epsilon-skew exponential power distribution
- Inferential Aspects of the Skew Exponential Power Distribution
- Least informative distributions in maximum q-log-likelihood estimation
- Maximum likelihood parameter estimation for the multivariate skew-slash distribution
- Modeling and Inference with v-Spherical Distributions
- Partially adaptive econometric methods for regression and classification
- Properties and estimation of asymmetric exponential power distribution
- Redescending \(M\)-estimates of multivariate location and scatter
- Redescending \(M\)-estimators
- Robust Statistics
- Robust Statistics
- Robust modeling using the generalized epsilon-skew-\(t\) distribution
- Robustness of the student t based M-estimator
- Some skew-symmetric distributions which include the bimodal ones
- Statistical inference for a general class of asymmetric distributions
- 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)
- The Influence Curve and Its Role in Robust Estimation
- The epsilon-skew exponential power distribution family
- The epsilon-skew-normal distribution for analyzing near-normal data
- The iteratively reweighted estimating equation in minimum distance problems
- The skew generalized t (SGT) distribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation
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
- Weak properties and robustness of t-Hill estimators
- Robust maximum likelihood estimation of stochastic frontier models
- Optimal B-robust estimators for the parameters of the power Lindley distribution
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)
