A family of estimators for multivariate kurtosis in a nonnormal linear regression model (Q860331)
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English | A family of estimators for multivariate kurtosis in a nonnormal linear regression model |
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A family of estimators for multivariate kurtosis in a nonnormal linear regression model (English)
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9 January 2007
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bias correction
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Hotelling's \(T^{2}\) distribution
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Mahalanobis distance
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monotonically increasing function
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multivariate linear model
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nonnormality
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predicted residuals
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Studentized residuals
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tuning parameter
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Mardia's estimator
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