Estimation of Moment Parameter in Elliptical Distributions

DOI10.14490/JJSS.33.215MaRDI QIDQ4678113zbMATH OpenOpenAlexFDO

Authors Yosihito Maruyama, Takashi Seo

Publication date 23 May 2005

Published in JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14490/jjss.33.215

zbMATH Keywords

asymptotic expansionconsistent estimatorelliptical distributionkurtosis parametermoment parameterMonte Carlo simulationperturbation method

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05)

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• Expressions for joint moments of elliptical distributions
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• Improved moment estimation for elliptically contoured distributions
• Parameter Estimation for the Bateman Function via Moments of the Empirical Curve
• ON THE ESTIMATION OF KURTOSIS PARAMETER IN ELLIPTICAL DISTRIBUTIONS
• Statistical inference for a general class of noncentral elliptical distributions
• Estimation of the parameters in center-similar distributions
• On non-existence of moment estimators of the GED power parameter
• On the estimation of asset pricing models using univariate betas
• Constructing models for spherical and elliptical densities
• Higher moment estimation for elliptically distributed data: is it necessary to use a sledgehammer to crack an egg?
• Bayesian semi-parametric approaches to normal/independent and elliptical distributions
• A family of estimators for multivariate kurtosis in a nonnormal linear regression model

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