A method to estimate power parameter in exponential power distribution via polynomial regression

DOI10.1080/00949655.2012.677045zbMath1453.62337OpenAlexW2153886693MaRDI QIDQ5218929

Daniele Coin

Publication date: 6 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2012.677045

zbMATH Keywords

kurtosisexponential power distributionnormal standardized Q-Q plot

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

Inequalities in Statistics and Information Measures ⋮ A goodness-of-fit test for generalized error distribution

Uses Software

• RMetrics
• fGarch
• normalp
• AS 177

Cites Work

• A goodness-of-fit test for normality based on polynomial regression
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Maximum likelihood estimation for the exponential power function parameters
• ESTIMATION OF THE MEAN AND STANDARD DEVIATION OF A NORMAL POPULATION FROM A CENSORED SAMPLE
• A Note on Kurtosis
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