Robust estimators of the mode and skewness of continuous data
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- William H. Rogers & John W. Tukey, 1972. "Understanding some long‐tailed symmetrical distributions," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 26(3), pages 211-226, September.
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Cited by:
- Tata Subba Rao & Granville Tunnicliffe Wilson & Andrew Harvey & Rutger-Jan Lange, 2017.
"Volatility Modeling with a Generalized t Distribution,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 38(2), pages 175-190, March.
- Andrew Harvey & Rutger-Jan Lange, 2015. "Volatility Modeling with a Generalized t-distribution," Cambridge Working Papers in Economics 1517, Faculty of Economics, University of Cambridge.
- Antonio della Valle & Dario Camuffo & Francesca Becherini & Valeria Zanini, 2023. "Recovering, correcting, and reconstructing precipitation data affected by gaps and irregular readings: The Padua series from 1812 to 1864," Climatic Change, Springer, vol. 176(2), pages 1-20, February.
- Zhu, Dongming & Zinde-Walsh, Victoria, 2009.
"Properties and estimation of asymmetric exponential power distribution,"
Journal of Econometrics, Elsevier, vol. 148(1), pages 86-99, January.
- ZHU, Dongming & ZINDE-WALSH, Victoria, 2007. "Properties and Estimation of Asymmetric Exponential Power Distribution," Cahiers de recherche 13-2007, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Victoria Zinde-Walsh & Dongming Zhu, 2007. "Properties And Estimation Of Asymmetric Exponential Power Distribution," Departmental Working Papers 2007-11, McGill University, Department of Economics.
- Muhammad Sarfraz Iqbal & Tomas Öberg, 2013. "Description and Propagation of Uncertainty in Input Parameters in Environmental Fate Models," Risk Analysis, John Wiley & Sons, vol. 33(7), pages 1353-1366, July.
- Ruzankin, Pavel S. & Logachov, Artem V., 2020. "A fast mode estimator in multidimensional space," Statistics & Probability Letters, Elsevier, vol. 158(C).
- Delicado, P. & Goria, M.N., 2008. "A small sample comparison of maximum likelihood, moments and L-moments methods for the asymmetric exponential power distribution," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1661-1673, January.
- Hella, Heikki, 2003. "On robust ESACF identification of mixed ARIMA models," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm2003_027, March.
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