IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v42y2003i1-2p111-121.html
   My bibliography  Save this article

Robustness via a mixture of exponential power distributions

Author

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

Abstract

No abstract is available for this item.

Suggested Citation

  • 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
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(02)00153-6
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. 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.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. 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.
    2. 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.
    3. Saralees Nadarajah, 2006. "Acknowledgement of Priority: the Generalized Normal Distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(9), pages 1031-1032.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Xiao Li & Michele Guindani & Chaan S. Ng & Brian P. Hobbs, 2021. "A Bayesian nonparametric model for textural pattern heterogeneity," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(2), pages 459-480, March.
    2. Jelena Nikolić & Danijela Aleksić & Zoran Perić & Milan Dinčić, 2021. "Iterative Algorithm for Parameterization of Two-Region Piecewise Uniform Quantizer for the Laplacian Source," Mathematics, MDPI, vol. 9(23), pages 1-14, November.
    3. Chunling Wang & Xiaoyan Lin, 2022. "Bayesian Semiparametric Regression Analysis of Multivariate Panel Count Data," Stats, MDPI, vol. 5(2), pages 1-17, May.
    4. Meyer, Renate & Cai, Bo & Perron, François, 2008. "Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3408-3423, March.
    5. Cai, Bo & Lin, Xiaoyan & Wang, Lianming, 2011. "Bayesian proportional hazards model for current status data with monotone splines," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2644-2651, September.
    6. Huaiye Zhang & Inyoung Kim, 2016. "Adaptive Rejection Metropolis Simulated Annealing for Detecting Global Maximum Regions," Methodology and Computing in Applied Probability, Springer, vol. 18(1), pages 1-19, March.
    7. Mazucheli, Josmar & Louzada-Neto, Francisco & Achcar, Jorge A., 2001. "Bayesian inference for polyhazard models in the presence of covariates," Computational Statistics & Data Analysis, Elsevier, vol. 38(1), pages 1-14, November.
    8. Yi-Ping Chang & Chih-Tun Yu, 2014. "Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk," Computational Statistics, Springer, vol. 29(1), pages 331-361, February.
    9. Sangjoon Kim & Neil Shephard & Siddhartha Chib, 1998. "Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 65(3), pages 361-393.
    10. Gareth W. Peters & Pavel V. Shevchenko & Mario V. Wuthrich, 2009. "Dynamic operational risk: modeling dependence and combining different sources of information," Papers 0904.4074, arXiv.org, revised Jul 2009.
    11. H. Abebe & F. Tan & G. Breukelen & M. Berger, 2014. "Robustness of Bayesian D-optimal design for the logistic mixed model against misspecification of autocorrelation," Computational Statistics, Springer, vol. 29(6), pages 1667-1690, December.
    12. Yu Yue & Paul Speckman & Dongchu Sun, 2012. "Priors for Bayesian adaptive spline smoothing," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(3), pages 577-613, June.
    13. Cappuccio Nunzio & Lubian Diego & Raggi Davide, 2004. "MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-31, May.
    14. White, Gentry & Porter, Michael D., 2014. "GPU accelerated MCMC for modeling terrorist activity," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 643-651.
    15. Neville Francis & Laura E. Jackson & Michael T. Owyang, 2018. "Countercyclical Policy and the Speed of Recovery after Recessions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(4), pages 675-704, June.
    16. Helio Migon & Alexandra Schmidt & Romy Ravines & João Pereira, 2013. "An efficient sampling scheme for dynamic generalized models," Computational Statistics, Springer, vol. 28(5), pages 2267-2293, October.
    17. Pan, Chun & Cai, Bo & Wang, Lianming & Lin, Xiaoyan, 2014. "Bayesian semiparametric model for spatially correlated interval-censored survival data," Computational Statistics & Data Analysis, Elsevier, vol. 74(C), pages 198-208.
    18. Abebe, Haftom T. & Tan, Frans E.S. & Van Breukelen, Gerard J.P. & Berger, Martijn P.F., 2014. "Bayesian D-optimal designs for the two parameter logistic mixed effects model," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 1066-1076.
    19. Pang, W. K. & Yang, Z. H. & Hou, S. H. & Leung, P. K., 2002. "Non-uniform random variate generation by the vertical strip method," European Journal of Operational Research, Elsevier, vol. 142(3), pages 595-609, November.
    20. Z. Rezaei Ghahroodi & M. Ganjali, 2013. "A Bayesian approach for analysing longitudinal nominal outcomes using random coefficients transitional generalized logit model: an application to the labour force survey data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(7), pages 1425-1445, July.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:42:y:2003:i:1-2:p:111-121. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.