GTL regression: a linear model with skewed and thick-tailed disturbances

DOI10.1080/03610918.2021.1901918OpenAlexW3153404622MaRDI QIDQ6172587

Wim P. M. Vijverberg, Takuya Hasebe

Publication date: 20 July 2023

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/110102

zbMATH Keywords

linear regressionrobust estimationgeneralized Tukey lambda distribution

Mathematics Subject Classification ID

Statistics (62-XX)

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