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

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.
978-88-6129-406-6
Flexible models; Robust estimation; Skew Exponential Power Distribution; Skew t distribution
File in questo prodotto:
File Dimensione Formato  
Cladag 2009.pdf

non disponibili

Licenza: Non specificato
Dimensione 6.83 MB
Formato Adobe PDF
6.83 MB Adobe PDF   Visualizza/Apri   Richiedi una copia

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.12070/12322
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
social impact