A family of estimators for multivariate kurtosis in a nonnormal linear regression model (Q860331)

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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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