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Resampling Techniques for Estimating the Perameters of Grubbs model with asymmetric heavy-tailed Distributions

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Last updated: 05 Jan 2025

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Abstract

In this paper, three resampling techiques are considered, namely, bootstrap, jack-knife and jackknife after bootstrap. The main objective is to study the performance of these techniques for maximum likehood estimation for the parameters using expectation conditional maximization either (ECME)algorithm for Grubbs model when the latent response follows asymmetric heavy – tailed distributions such as scale mixture of skew normal distributions (such as skew-t (ST),  skew  Slash (SSL) ,  skew contaminated normal (SCN). Also, the performance of these techniques id discussed for detection of the influential observations using local influence method for assessing the robustness of these parameter estimates under different perturbation schemes for Grubbs model. The performance is illustrated through an application using real data set under different bootstrap replications. Our results provide resampling techniques  with better fit, protect against outlying observations and more precise inferences than tranditional techniques 

DOI

10.21608/esju.2017.270129

Keywords

expectation conditional maximization either, Grubbs model, jackknife after bootstrap, scale mixture of skew normal distributions

Volume

61

Article Issue

2

Related Issue

33786

Issue Date

2017-12-01

Receive Date

2022-11-16

Publish Date

2017-12-01

Page Start

125

Page End

139

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_270129.html

Detail API

https://esju.journals.ekb.eg/service?article_code=270129

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6

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Resampling Techniques for Estimating the Perameters of Grubbs model with asymmetric heavy-tailed Distributions

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Type

Article

Created At

23 Jan 2023