Robustness via a mixture of exponential power distributions

DOI10.1016/S0167-9473(02)00153-6MaRDI QIDQ951852zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

mixtureGibbs samplerrobustnessexponential power distributionadaptive rejection sampling algorithm

Mathematics Subject Classification ID

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

Recommendations

• Use of exponential power distributions for mixture models in the presence of covariates
• The extended exponential power distribution and Bayesian robustness.
• Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications
• scientific article; zbMATH DE number 1085998
• Robust Mixture Regression Using Mixture of Different Distributions

Cited in

(9)

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

This page was built for publication: Robustness via a mixture of exponential power distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q951852)