A family of estimators for multivariate kurtosis in a nonnormal linear regression model (Q860331)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A family of estimators for multivariate kurtosis in a nonnormal linear regression model |
scientific article |
Statements
A family of estimators for multivariate kurtosis in a nonnormal linear regression model (English)
0 references
9 January 2007
0 references
bias correction
0 references
Hotelling's \(T^{2}\) distribution
0 references
Mahalanobis distance
0 references
monotonically increasing function
0 references
multivariate linear model
0 references
nonnormality
0 references
predicted residuals
0 references
Studentized residuals
0 references
tuning parameter
0 references
Mardia's estimator
0 references
