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Robust Estimation With the Skew T2 Distribution

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dc.authorscopusid40460949100
dc.authorscopusid54581049600
dc.authorscopusid6506973358
dc.authorscopusid7006832860
dc.authorwosidKasap, Pelin/Aam-7529-2021
dc.authorwosidAcitas, Sukru/O-5507-2018
dc.authorwosidSenoglu, Birdal/Aag-9300-2020
dc.authorwosidArslan, Olcay/F-9920-2019
dc.contributor.authorAcitas, Sukeu
dc.contributor.authorKasap, Pelin
dc.contributor.authorSenoglu, Birdal
dc.contributor.authorArslan, Olcay
dc.contributor.authorIDAcitas, Sukru/0000-0002-4131-0086
dc.contributor.authorIDArslan, Olcay/0000-0002-7067-4997
dc.date.accessioned2020-06-21T09:42:05Z
dc.date.available2020-06-21T09:42:05Z
dc.date.issued2013
dc.departmentOndokuz Mayıs Üniversitesien_US
dc.department-temp[Acitas, Sukeu] Anadolu Univ, Dept Stat, TR-26470 Eskisehir, Turkey; [Kasap, Pelin] Ondokuz Mayis Univ, Dept Stat, TR-55139 Kurupelit, Turkey; [Senoglu, Birdal; Arslan, Olcay] Ankara Univ, Dept Stat, TR-06100 Ankara, Turkeyen_US
dc.descriptionAcitas, Sukru/0000-0002-4131-0086; Arslan, Olcay/0000-0002-7067-4997;en_US
dc.description.abstractIn this paper, a skew extension of the Student's t distribution with two degrees of freedom is used to model data sets that have skewness and heavy-tails. Its parameters are estimated using two different approaches based on maximum likelihood estimation method. Simulation studies and some real data examples are provided to illustrate the performance of the skew t(2) (ST2) distribution for robust modeling of the data sets that may have skewness and heavy-tails.en_US
dc.description.woscitationindexScience Citation Index Expanded
dc.identifier.endpage430en_US
dc.identifier.issn1012-9367
dc.identifier.issue4en_US
dc.identifier.scopus2-s2.0-84884578883
dc.identifier.scopusqualityQ3
dc.identifier.startpage409en_US
dc.identifier.volume29en_US
dc.identifier.wosWOS:000328500300005
dc.language.isoenen_US
dc.publisherIsoss Publen_US
dc.relation.ispartofPakistan Journal of Statisticsen_US
dc.relation.journalPakistan Journal of Statisticsen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectAsymmetric Distributionen_US
dc.subjectHeavy-Tailed Distributionen_US
dc.subjectM Estimatoren_US
dc.subjectMml Estimatoren_US
dc.subjectMonte Carlo Simulationen_US
dc.titleRobust Estimation With the Skew T2 Distributionen_US
dc.typeArticleen_US
dspace.entity.typePublication

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