Stabilizing the Performance of Kurtosis Estimator of Multivariate Data (Q3168328)

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Stabilizing the Performance of Kurtosis Estimator of Multivariate Data
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    Stabilizing the Performance of Kurtosis Estimator of Multivariate Data (English)
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    30 October 2012
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    asymptotic properties
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    local alternatives
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    Monte-Carlo simulations
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    parameter stability
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    relative precision
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    shrinkage and pretest estimation
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