Estimation in bivariate nonnormal distributions with stochastic variance functions

Tiku, Moti L.; Islam, M. Qamarul; Sazak, Hakan S.

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.available	2020-04-07T07:44:55Z
dc.date.issued	2008-01-01
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).	tr_TR
dc.identifier.issn	0167-9473
dc.identifier.uri	http://hdl.handle.net/20.500.12416/2948
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.	tr_TR
dc.language.iso	eng	tr_TR
dc.publisher	Elsevier Science BV	tr_TR
dc.relation.isversionof	10.1016/j.csda.2007.05.027	tr_TR
dc.rights	info:eu-repo/semantics/closedAccess	tr_TR
dc.subject	Bivariate Distributions	tr_TR
dc.subject	Modified Maximum Likelihood	tr_TR
dc.subject	Random Design	tr_TR
dc.subject	Correlation Coefficient	tr_TR
dc.subject	Outliers	tr_TR
dc.subject	Inliers	tr_TR
dc.title	Estimation in bivariate nonnormal distributions with stochastic variance functions	tr_TR
dc.type	article	tr_TR
dc.relation.journal	Computational Statistics & Data Analysis	tr_TR
dc.identifier.volume	52	tr_TR
dc.identifier.issue	3-4	tr_TR
dc.identifier.startpage	1728	tr_TR
dc.identifier.endpage	1745	tr_TR
dc.contributor.department	Çankaya Üniversitesi,İktisadi ve İdari Bilimler Fakültesi, İşletme Bölümü	tr_TR