Estimation in Bivariate Nonnormal Distributions With Stochastic Variance Functions
| dc.contributor.author | Tiku, Moti L. | |
| dc.contributor.author | Islam, M. Qamarul | |
| dc.contributor.author | Sazak, Hakan S. | |
| dc.date.accessioned | 2020-04-07T07:44:55Z | |
| dc.date.accessioned | 2025-09-18T12:04:58Z | |
| dc.date.available | 2020-04-07T07:44:55Z | |
| dc.date.available | 2025-09-18T12:04:58Z | |
| dc.date.issued | 2008 | |
| dc.description | Sazak, Hakan Savas/0000-0001-6123-1214 | en_US |
| dc.description.abstract | Data sets in numerous areas of application can be modelled by symmetric bivariate nonnormal distributions. Estimation of parameters in such situations is considered when the mean and variance of one variable is a linear and a positive function of the other variable. This is typically true of bivariate t distribution. The resulting estimators are found to be remarkably efficient. Hypothesis testing procedures are developed and shown to be robust and powerful. Real life examples are given. (C) 2007 Elsevier B.V. All rights reserved. | en_US |
| dc.identifier.citation | Tiku, Moti L.; Islam, M. Qamarul; Sazak, Hakan S., "Estimation in bivariate nonnormal distributions with stochastic variance functions", Computational Statistics & Data Analysis, Vol.52, No.3-4, pp.1728-1745, (2008). | en_US |
| dc.identifier.doi | 10.1016/j.csda.2007.05.027 | |
| dc.identifier.issn | 0167-9473 | |
| dc.identifier.scopus | 2-s2.0-35548982592 | |
| dc.identifier.uri | https://doi.org/10.1016/j.csda.2007.05.027 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.12416/10467 | |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier Science Bv | en_US |
| dc.relation.ispartof | Computational Statistics & Data Analysis | |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.subject | Outliers | en_US |
| dc.subject | Inliers | en_US |
| dc.subject | Bivariate Distributions | en_US |
| dc.subject | Modified Maximum Likelihood | en_US |
| dc.subject | Random Design | en_US |
| dc.subject | Correlation Coefficient | en_US |
| dc.title | Estimation in Bivariate Nonnormal Distributions With Stochastic Variance Functions | en_US |
| dc.title | Estimation in bivariate nonnormal distributions with stochastic variance functions | tr_TR |
| dc.type | Article | en_US |
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| gdc.author.id | Sazak, Hakan Savas/0000-0001-6123-1214 | |
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| gdc.author.wosid | Sazak, Hakan Savas/Aag-4911-2021 | |
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| gdc.description.department | Çankaya University | en_US |
| gdc.description.departmenttemp | [Islam, M. Qamarul] Cankaya Univ, Dept Econ, TR-06530 Ankara, Turkey; [Tiku, Moti L.] Middle E Tech Univ, Dept Stat, TR-06531 Ankara, Turkey; [Sazak, Hakan S.] Ege Univ, Dept Stat, TR-35100 Izmir, Turkey; [Tiku, Moti L.] McMaster Univ, Hamilton, ON L8S 4L8, Canada | en_US |
| gdc.description.endpage | 1745 | en_US |
| gdc.description.issue | 3 | en_US |
| gdc.description.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
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| gdc.description.startpage | 1728 | en_US |
| gdc.description.volume | 52 | en_US |
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| gdc.oaire.keywords | inliers | |
| gdc.oaire.keywords | outliers | |
| gdc.oaire.keywords | bivariate distributions | |
| gdc.oaire.keywords | random design | |
| gdc.oaire.keywords | modified maximum likelihood | |
| gdc.oaire.keywords | correlation coefficient | |
| gdc.oaire.keywords | Estimation in multivariate analysis | |
| gdc.oaire.keywords | Robustness and adaptive procedures (parametric inference) | |
| gdc.oaire.keywords | Hypothesis testing in multivariate analysis | |
| gdc.oaire.keywords | Computational methods for problems pertaining to statistics | |
| gdc.oaire.keywords | Characterization and structure theory for multivariate probability distributions; copulas | |
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