Robustness via a mixture of exponential power distributions

DOI10.1016/S0167-9473(02)00153-6zbMATH Open1429.62061OpenAlexW1992735286MaRDI QIDQ951852FDOQ951852

Authors: Alon Hazan, Zinoviy Landsman, Udi E. Makov 

Publication date: 4 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(02)00153-6

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zbMATH Keywords

mixtureGibbs samplerrobustnessexponential power distributionadaptive rejection sampling algorithm

Mathematics Subject Classification ID

Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10)

Cited In (9)

• Use of exponential power distributions for mixture models in the presence of covariates
• A small sample comparison of maximum likelihood, moments and \(L\)-moments methods for the asymmetric exponential power distribution
• Editorial: Advances in mixture models
• Acknowledgement of Priority: the Generalized Normal Distribution
• Heteroscedastic normal-exponential mixture models: Bayesian and classical approaches
• The complementary exponential power lifetime model
• The extended exponential power distribution and Bayesian robustness.
• Exact likelihood ratio testing for homogeneity of the exponential distribution
• New insights on the multivariate skew exponential power distribution

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