Testing the variance of symmetric heavy-tailed distributions
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Publication:4346978
DOI10.1080/00949659608811779zbMath0872.62022OpenAlexW2078736029MaRDI QIDQ4346978
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Publication date: 19 October 1997
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949659608811779
Monte Carlo studyEdgeworth expansiontype I error ratespositive coefficient of kurtosissymmetric heavy-tailed populationsupper-tailed test
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