A Generalization of the Univariate Slash by a Scale-Mixtured Exponential Power Distribution |
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Authors: | Ali İ Genç |
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Institution: | 1. Department of Mathematics , Nigde University , Nigde, Turkey agenc@nigde.edu.tr |
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Abstract: | A generalization of the slash distribution is derived using the scale mixture of the exponential power distribution. The newly defined family of distributions provides a rich flexibility on the tail heaviness and yields alternative robust estimators of location and scale in non normal situations. In order to investigate asymptotically the bias properties of the estimators, a simulation study is performed. The performance of the estimators on two well-known real data sets is also illustrated. |
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Keywords: | Exponential power distribution Heavy tail M-estimation Robustness Slash distribution |
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