A method to estimate power parameter in exponential power distribution via polynomial regression

DOI10.1080/00949655.2012.677045MaRDI QIDQ5218929zbMATH OpenOpenAlexFDO

Authors Daniele Coin

Publication date 6 March 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2012.677045

zbMATH Keywords

exponential power distributionkurtosisnormal standardized Q-Q plot

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)

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Cites work

• A goodness-of-fit test for normality based on polynomial regression
• A Note on Kurtosis
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• ESTIMATION OF THE MEAN AND STANDARD DEVIATION OF A NORMAL POPULATION FROM A CENSORED SAMPLE
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• scientific article; zbMATH DE number 3844997 (Why is no real title available?)
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• scientific article; zbMATH DE number 3197572 (Why is no real title available?)
• Maximum likelihood estimation for the exponential power function parameters

Cited in

(7)

• A comparison of different parameter estimation methods for exponentially modified Gaussian distribution
• On exponential power distribution and poultry feeds data: a case study
• The power method transformation: its probability density function, distribution function, and its further use for fitting data
• A goodness-of-fit test for generalized error distribution
• The exponentiated power exponential semiparametric regression model
• Inequalities in Statistics and Information Measures
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Describes a project that uses

Uses Software

• fGarch
• RMetrics
• normalp
• AS 177

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