Robust Estimation, Nonnormalities, and Generalized Exponential Distributions
稳健估计、非正态性与广义指数分布
The detection and treatment of outliers in data has represented an important area of research. The general approach that has been adopted involves observing that outliers contribute to the “fatness” in the tails of the error distribution and using an appropriate model of the error term to take this into account. This article introduces a general dass of distributions to capture nonnormalities in the data based on the generalized exponential family. This family of…