Robustness via a mixture of exponential power distributions

Computational Statistics and Data Analysis

Volumn 42, Issue 1-2, 2003, Pages 111-121

  Hazan, Alon ^a   Landsman, Zinoviy ^a   Makov, Udi E ^a  

^a UNIVERSITY OF HAIFA   (Israel)

Author keywords

Adaptive rejection sampling algorithm; Exponential power distribution; Gibbs sampler; Mixture; Robustness

Indexed keywords

ALGORITHMS; NUMERICAL ANALYSIS;

EXPONENTIAL POWER DISTRIBUTIONS;

DATA REDUCTION;

NUMERICAL METHOD;

EID: 0037454065     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(02)00153-6     Document Type: Article

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