Stabilizing the Performance of Kurtosis Estimator of Multivariate Data (Q3168328)
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Language | Label | Description | Also known as |
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English | 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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