Estimation of Moment Parameter in Elliptical Distributions (Q4678113): Difference between revisions

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scientific article; zbMATH DE number 2170637
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Estimation of Moment Parameter in Elliptical Distributions
scientific article; zbMATH DE number 2170637

    Statements

    Estimation of Moment Parameter in Elliptical Distributions (English)
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    23 May 2005
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    asymptotic expansion
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    consistent estimator
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    elliptical distribution
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    kurtosis parameter
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    moment parameter
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    Monte Carlo simulation
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    perturbation method
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