Comparing the Estimation Methods of Stable Distributions with Respect to Robustness Properties

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dc.contributor.authorÇelik, Nuri
dc.contributor.authorErden, Samet
dc.contributor.authorSarıkaya, Mehmet Zeki
dc.date.accessioned2020-04-30T22:41:11Z
dc.date.available2020-04-30T22:41:11Z
dc.date.issued2016
dc.departmentDÜ, Fen-Edebiyat Fakültesi, Matematik Bölümüen_US
dc.descriptionInternational Conference on Advances in Natural and Applied Sciences (ICANAS) -- APR 21-23, 2016 -- Antalya, TURKEYen_US
dc.descriptionWOS: 000376001000041en_US
dc.description.abstractIn statistical applications, some data set may exhibit the features like high skewness and kurtosis and heavy tailness that are incompatible with the normality assumption especially in finance and engineering. For these reason, the modeling of the data sets with alpha stable distributions will be reasonable approach. The stable distributions have four parameters. In literature, the estimation methods have been studied in order to estimate these unknown model parameters. In this study, we give small information about these proposed estimation methods and we compare these estimators with respect to robustness properties with a comprehensive simulation study, since the robustness property of an estimator has been an important tool for an appropriate modeling.en_US
dc.identifier.doi10.1063/1.4945867en_US
dc.identifier.isbn978-0-7354-1373-3
dc.identifier.issn0094-243X
dc.identifier.scopusqualityN/Aen_US
dc.identifier.urihttps://doi.org/10.1063/1.4945867
dc.identifier.urihttps://hdl.handle.net/20.500.12684/3139
dc.identifier.volume1726en_US
dc.identifier.wosqualityN/Aen_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherAmer Inst Physicsen_US
dc.relation.ispartofInternational Conference On Advances In Natural And Applied Sciences: Icanas 2016en_US
dc.relation.ispartofseriesAIP Conference Proceedings
dc.relation.publicationcategoryKonferans Öğesi - Uluslararası - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.titleComparing the Estimation Methods of Stable Distributions with Respect to Robustness Propertiesen_US
dc.typeConference Objecten_US

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