Estimation of Moment Parameter in Elliptical Distributions
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Publication:4678113
DOI10.14490/jjss.33.215zbMath1067.62064OpenAlexW2060240260MaRDI QIDQ4678113
Yosihito Maruyama, Takashi Seo
Publication date: 23 May 2005
Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.14490/jjss.33.215
asymptotic expansionperturbation methodMonte Carlo simulationconsistent estimatorelliptical distributionkurtosis parametermoment parameter
Multivariate distribution of statistics (62H10) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05)
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