On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions*

DOI10.1080/03610926.2018.1549243OpenAlexW2908095746MaRDI QIDQ5085599

Mehmet Niyazi Çankaya, Olcay Arslan

Publication date: 27 June 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1549243

zbMATH Keywords

robustnessmodelingcomputingexponential power distributions

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Market price of risk estimation: Does distribution matter? ⋮ Robust maximum likelihood estimation of stochastic frontier models ⋮ A new class of distributions on the whole real line based on the continuous iteration approach

Uses Software

• robustbase

Cites Work

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