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Short-tailed distributions and inliers

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Abstract

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.

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Authors and Affiliations

  1. Department of Statistics, Middle East Technical University, Ankara, 06531, Turkey

    Ayşen D. Akkaya & Moti L. Tiku

  2. Department of Mathematics and Statistics, McMaster University, Ontario, Canada

    Moti L. Tiku

Authors
  1. Ayşen D. Akkaya
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  2. Moti L. Tiku
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Correspondence to Ayşen D. Akkaya.

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Akkaya, A.D., Tiku, M.L. Short-tailed distributions and inliers. TEST 17, 282–296 (2008). https://doi.org/10.1007/s11749-006-0032-8

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  • DOI: https://doi.org/10.1007/s11749-006-0032-8

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