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Flexible Distributions as an Approach to Robustness: The Skew-t Case

  • Adelchi Azzalini
Conference paper

Abstract

The use of flexible distributions with adaptive tails as a route to robustness has a long tradition. Recent developments in distribution theory, especially of non-symmetric form, provide additional tools for this purpose. We discuss merits and limitations of this approach to robustness as compared with classical methodology. Operationally, we adopt the skew-t as the working family of distributions used to implement this line of thinking.

Keywords

Base Density Leibler Divergence Outlying Observation Pearson System Tail Weight 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Notes

Acknowledgments

This paper stems directly from my oral presentation with the same title delivered at the ICORS 2015 conference held in Kolkata, India. I am grateful to the conference organizers for the kind invitation to present my work in that occasion. Thanks are also due to attendees at the talk that have contributed to the discussion with useful comments, some of which have been incorporated here.

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Copyright information

© Springer India 2016

Authors and Affiliations

  1. 1.Department of Statistical SciencesUniversity of PaduaPaduaItaly

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