Publication:
ROBUST ESTIMATION WITH THE SKEW t(2) DISTRIBUTION

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dc.contributor.authorAcitas, Sukeu
dc.contributor.authorKasap, Pelin
dc.contributor.authorSenoglu, Birdal
dc.contributor.authorArslan, Olcay
dc.date.accessioned2020-06-21T14:04:29Z
dc.date.available2020-06-21T14:04:29Z
dc.date.issued2013
dc.departmentOMÜen_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, Turkey --en_US
dc.descriptionACITAS, SUKRU/0000-0002-4131-0086; Senoglu, Birdal/0000-0003-3707-2393; arslan, olcay/0000-0002-7067-4997en_US
dc.descriptionWOS: 000328500300005en_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.identifier.endpage430en_US
dc.identifier.issn1012-9367
dc.identifier.issue4en_US
dc.identifier.startpage409en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12712/15649
dc.identifier.volume29en_US
dc.language.isoenen_US
dc.publisherIsoss Publen_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 t(2) DISTRIBUTIONen_US
dc.typeArticleen_US
dspace.entity.typePublication

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