Advanced search
Publication Cover
Communications in Statistics - Theory and Methods Volume 32, 2003 - Issue 8
Submit an article Journal homepage
171
Views
16
CrossRef citations to date
0
Altmetric
Original Articles

Robust Location and Scale Estimation Based on the Univariate Generalized t (GT) Distribution

Olcay Arslan Department of Mathematics, Faculty of Arts and Sciences, Çukurova University, Balcalı, Adana, TurkeyCorrespondence[email protected]
&
Ali İ. Genç Department of Mathematics, Faculty of Arts and Sciences, Çukurova University, Balcalı, Adana, Turkey
Pages 1505-1525 | Published online: 15 Feb 2007

Citations (16)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (6)

İsmet Birbiçer & Ali İ. Genç. (2023) An alternative stochastic model for linear portfolios. Communications in Statistics - Simulation and Computation 0:0, pages 1-21.
Read now
Ricardo S. Ehlers. (2015) A Study of Skewed Heavy-Tailed Distributions as Scale Mixtures. American Journal of Mathematical and Management Sciences 34:1, pages 40-66.
Read now
Ali İ. Genç. (2013) The generalized T Birnbaum–Saunders family. Statistics 47:3, pages 613-625.
Read now
JoannaJ.J. Wang, S. T. Boris Choy & JenniferS.K. Chan. (2013) Modelling stochastic volatility using generalized t distribution. Journal of Statistical Computation and Simulation 83:2, pages 340-354.
Read now
Olcay Arslan & Ali İ. Genç. (2009) The skew generalized t distribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation. Statistics 43:5, pages 481-498.
Read now
Saralees Nadarajah. (2008) On the generalized t(GT) distribution. Statistics 42:5, pages 467-473.
Read now

Articles from other publishers (10)

Ruijie Guan, Xu Zhao, Weihu Cheng & Yaohua Rong. (2021) A New Generalized t Distribution Based on a Distribution Construction Method. Mathematics 9:19, pages 2413.
Crossref
Yeşim Güney, Olcay Arslan & Hamparsum Bozdogan. 2020. Computational and Methodological Statistics and Biostatistics. Computational and Methodological Statistics and Biostatistics 73 98 .
Sukru Acitas & Birdal Senoglu. (2018) Ridge-Type MML Estimator in the Linear Regression Model. Iranian Journal of Science and Technology, Transactions A: Science 43:2, pages 589-599.
Crossref
K. Müller & W.-D. Richter. (2016) Extreme value distributions for dependent jointly l n,p -symmetrically distributed random variables . Dependence Modeling 4:1.
Crossref
Sukru Acitas, Birdal Senoglu & Olcay Arslan. (2015) Alpha-Skew Generalized t Distribution. Revista Colombiana de Estadística 38:2, pages 371-384.
Crossref
Thomas Fung & Eugene Seneta. (2010) Extending the multivariate generalised and generalised distributions . Journal of Multivariate Analysis 101:1, pages 154-164.
Crossref
S.T. Boris Choy & Jennifer S.K. Chan. (2008) SCALE MIXTURES DISTRIBUTIONS IN STATISTICAL MODELLING. Australian & New Zealand Journal of Statistics 50:2, pages 135-146.
Crossref
Jennifer S.K. Chan, S.T. Boris Choy & Udi E. Makov. (2015) Robust Bayesian Analysis of Loss Reserves Data Using the Generalized- t Distribution . ASTIN Bulletin 38:1, pages 207-230.
Crossref
Jennifer S.K. Chan, S.T. Boris Choy & Udi E. Makov. (2015) Robust Bayesian Analysis of Loss Reserves Data Using the Generalized- t Distribution . ASTIN Bulletin 38:1, pages 207-230.
Crossref
Saralees Nadarajah & Samuel Kotz. (2007) Skew Models II. Acta Applicandae Mathematicae 98:1, pages 29-46.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.