Improving the performance of kurtosis estimator

DOI10.1016/J.CSDA.2007.09.024MaRDI QIDQ1023596zbMATH OpenOpenAlexFDO

Authors Lihua An, S. Ejaz Ahmed

Publication date 12 June 2009

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2007.09.024

zbMATH Keywords

kurtosismean squared errorMonte Carlo simulationbootstrappingcoefficient of variation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cites work

• scientific article; zbMATH DE number 4007433 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• Confidence interval for a coefficient of quartile variation
• Simultaneous estimation of coefficients of variation

Cited in

(13)

• Stabilizing the performance of kurtosis estimator of multivariate data
• Confidence intervals for variance components in unbalanced one-way random effects model using non-normal distributions
• Interval estimation of variance ratio in non-normal unbalanced one-way random models
• Assessing the performance of normal-based and REML-based confidence intervals for the intraclass correlation coefficient
• Improved estimation of kurtosis parameters for two multivariate populations
• Improved estimators of common variance of \(p\)-populations when kurtosis is known
• Transformation tests and their asymptotic power in two-sample comparisons
• The optimal estimator of the common variance of the different populations with known kurtosis
• Distribution-dependent and distribution-free confidence intervals for the variance
• New two-sample tests for skewed populations and their connection to theoretical power of bootstrap-\(t\) test
• Kurtosis as Peakedness, 1905–2014.R.I.P.
• Estimating kurtosis and confidence intervals for the variance under nonnormality
• A family of estimators for multivariate kurtosis in a nonnormal linear regression model

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