Improving the performance of kurtosis estimator

DOI10.1016/J.CSDA.2007.09.024zbMATH Open1452.62026OpenAlexW1986961877MaRDI QIDQ1023596FDOQ1023596

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

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• scientific article; zbMATH DE number 2208381

zbMATH Keywords

kurtosismean squared errorMonte Carlo simulationbootstrappingcoefficient of variation

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Confidence interval for a coefficient of quartile variation
• Simultaneous estimation of coefficients of variation

Cited In (13)

• 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
• Stabilizing the Performance of Kurtosis Estimator of Multivariate Data
• 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
• New two-sample tests for skewed populations and their connection to theoretical power of bootstrap-\(t\) test
• Distribution-dependent and distribution-free confidence intervals for the variance
• 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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