Atıf İçin Kopyala
AKKAYA A., Tiku M. L.
STATISTICS, cilt.42, sa.3, ss.207-221, 2008 (SCI-Expanded)
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Yayın Türü:
Makale / Tam Makale
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Cilt numarası:
42
Sayı:
3
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Basım Tarihi:
2008
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Doi Numarası:
10.1080/02331880701736663
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Dergi Adı:
STATISTICS
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Derginin Tarandığı İndeksler:
Science Citation Index Expanded (SCI-EXPANDED), Scopus
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Sayfa Sayıları:
ss.207-221
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Anahtar Kelimeler:
short-tailedness, inliers, autoregression, nonlinear model, modified likelihood, hypothesis testing, NONNORMAL SITUATIONS, ESTIMATING PARAMETERS, BINARY REGRESSION, SAMPLES
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Orta Doğu Teknik Üniversitesi Adresli:
Evet
Özet
Symmetric short-tailed distributions do indeed occur in practice but have not received much attention particularly in the context of autoregression. We consider a family of such distributions and derive the modified maximum likelihood estimators of the parameters. We show that the estimators are efficient and robust. We develop hypothesis-testing procedures.