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Robustness via a mixture of exponential power distributions

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  • Hazan, Alon
  • Landsman, Zinoviy
  • E Makov, Udi

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  • Hazan, Alon & Landsman, Zinoviy & E Makov, Udi, 2003. "Robustness via a mixture of exponential power distributions," Computational Statistics & Data Analysis, Elsevier, vol. 42(1-2), pages 111-121, February.
    • Handle: RePEc:eee:csdana:v:42:y:2003:i:1-2:p:111-121
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    References listed on IDEAS

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    1. Zinoviy Landsman & Meir Rom, 1995. "On distances and goodness-of-fit tests for detecting multimodal distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 42(1), pages 421-439, December.
    2. 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.
    3. Jorge Alberto Achcar & Gilberto De AraUJo Pereira, 1999. "Use of exponential power distributions for mixture models in the presence of covariates," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(6), pages 669-679.
    4. Landsman, Zinoviy & Makov, Udi E., 1999. "Sequential credibility evaluation for symmetric location claim distributions," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 291-300, May.
    5. W. R. Gilks & N. G. Best & K. K. C. Tan, 1995. "Adaptive Rejection Metropolis Sampling Within Gibbs Sampling," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 44(4), pages 455-472, December.
    6. W. R. Gilks & P. Wild, 1992. "Adaptive Rejection Sampling for Gibbs Sampling," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 41(2), pages 337-348, June.
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    Cited by:

    1. Saralees Nadarajah, 2006. "Acknowledgement of Priority: the Generalized Normal Distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(9), pages 1031-1032.
    2. Barriga, Gladys D.C. & Louzada-Neto, Franscisco & Cancho, Vicente G., 2011. "The complementary exponential power lifetime model," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1250-1259, March.
    3. 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.

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