Short-tailed distributions and inliers

• Autores: Aysen D. Akkaya, Moti L. Tiku
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 17, Nº. 2, 2008, págs. 282-296
• Idioma: inglés
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• Resumen

  • We consider two families of short-tailed distributions (kurtosis less than 3) and discuss their usefulness in modeling numerous real life data sets. We develop estimation and hypothesis testing procedures which are efficient and robust to short-tailed distributions and inliers.