Two flexible models obtained by perturbation of symmetric densities are considered: the Skew Exponential Power distribution and the Skew t distribution. They are able to fit the distribution of data which show either skewness or non-normal tails and provide an alternative to robust procedures when deviations from normality occur. The benefits of the adoption of these models for handling non¬-normal data are discussed and their application in the robustness context is shown in two examples.
Flexible models and robustness
MONTI A
2009-01-01
Abstract
Two flexible models obtained by perturbation of symmetric densities are considered: the Skew Exponential Power distribution and the Skew t distribution. They are able to fit the distribution of data which show either skewness or non-normal tails and provide an alternative to robust procedures when deviations from normality occur. The benefits of the adoption of these models for handling non¬-normal data are discussed and their application in the robustness context is shown in two examples.File in questo prodotto:
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