Robustness via a mixture of exponential power distributions

DOI10.1016/S0167-9473(02)00153-6zbMath1429.62061OpenAlexW1992735286MaRDI QIDQ951852

Zinoviy Landsman, Alon Hazan, Udi E. Makov

Publication date: 4 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(02)00153-6

zbMATH Keywords

mixturerobustnessGibbs samplerexponential power distributionadaptive rejection sampling algorithm

Mathematics Subject Classification ID

Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10)

Related Items (7)

The complementary exponential power lifetime model ⋮ Heteroscedastic normal-exponential mixture models: Bayesian and classical approaches ⋮ New insights on the multivariate skew exponential power distribution ⋮ Exact Likelihood Ratio Testing for Homogeneity of the Exponential Distribution ⋮ Acknowledgement of Priority: the Generalized Normal Distribution ⋮ Editorial: Advances in mixture models ⋮ A small sample comparison of maximum likelihood, moments and \(L\)-moments methods for the asymmetric exponential power distribution

This page was built for publication: Robustness via a mixture of exponential power distributions