Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis (Q1819484)
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scientific article; zbMATH DE number 3992626
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| English | Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis |
scientific article; zbMATH DE number 3992626 |
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Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis (English)
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1987
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The asymptotic distribution of marginal sample kurtoses is derived. The distribution is used to derive new estimators of the kurtosis parameter \(\kappa\) of a p-variate elliptical distribution as well as tests for homogeneity of kurtosis.
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Monte Carlo study
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asymptotic distribution
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marginal sample kurtoses
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elliptical distribution
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tests for homogeneity
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0.8754962
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0.8691778
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0.86384046
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0.86364734
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0.8587208
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