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Robust Estimation of the Parameters of g - and - h Distributions, with Applications to Outlier Detection
The g - and - h distributional family is generated from a relatively simple transformation of the standard normal and can approximate a broad spectrum of distributions. Consequently, it is easy to use in simulation studies and has been applied in multiple areas, including risk management, stock retu...
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| Autors principals: | , , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
2014
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| Matèries: | |
| Accés en línia: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3961718/ https://ncbi.nlm.nih.gov/pubmed/24665144 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.csda.2014.01.003 |
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