Short-tailed distributions and inliers

AKKAYA A., Tiku M. L.

TEST, cilt.17, sa.2, ss.282-296, 2008 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 17 Sayı: 2
  • Basım Tarihi: 2008
  • Doi Numarası: 10.1007/s11749-006-0032-8
  • Dergi Adı: TEST
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.282-296
  • Orta Doğu Teknik Üniversitesi Adresli: Evet

Özet

We consider two families of short-tailed distributions (kurtosis less than 3) and discuss their usefulness in modeling numerous real life data sets. We develop estimation and hypothesis testing procedures which are efficient and robust to short-tailed distributions and inliers.