| dc.contributor.author | Acıtaş, Şükrü | |
| dc.contributor.author | Kasap, Pelin | |
| dc.contributor.author | Şenoğlu, Birdal | |
| dc.contributor.author | Arslan, Olcay | |
| dc.date.accessioned | 2019-10-20T09:31:14Z | |
| dc.date.available | 2019-10-20T09:31:14Z | |
| dc.date.issued | 2013 | |
| dc.identifier.issn | 1012-9367 | |
| dc.identifier.uri | https://hdl.handle.net/11421/17638 | |
| dc.description | WOS: 000328500300005 | en_US |
| dc.description.abstract | In 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.language.iso | eng | en_US |
| dc.publisher | Isoss Publ | en_US |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.subject | Asymmetric Distribution | en_US |
| dc.subject | Heavy-Tailed Distribution | en_US |
| dc.subject | M Estimator | en_US |
| dc.subject | Mml Estimator | en_US |
| dc.subject | Monte Carlo Simulation | en_US |
| dc.title | Robust Estimation With the Skew T(2) Distribution | en_US |
| dc.type | article | en_US |
| dc.relation.journal | Pakistan Journal of Statistics | en_US |
| dc.contributor.department | Anadolu Üniversitesi, Fen Fakültesi, İstatistik Bölümü | en_US |
| dc.identifier.volume | 29 | en_US |
| dc.identifier.issue | 4 | en_US |
| dc.identifier.startpage | 409 | en_US |
| dc.identifier.endpage | 430 | en_US |
| dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
