Asymptotic properties for measures of multivariate kurtosis in elliptical distributions

zbMATH Open1097.62009MaRDI QIDQ5490168FDOQ5490168

Authors: Yosihito Maruyama 

Publication date: 4 October 2006

Recommendations

• ON THE ESTIMATION OF KURTOSIS PARAMETER IN ELLIPTICAL DISTRIBUTIONS
• Mardia's coefficient of kurtosis in elliptical populations
• Improved moment estimation for elliptically contoured distributions
• Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis
• On Mardia's and Song's measures of kurtosis in elliptical distributions

zbMATH Keywords

tablesconfidence intervalsperturbation methodkurtosis parametermoment parameter

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Multivariate distribution of statistics (62H10) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)

Cited In (8)

• Asymptotic theory for statistics based on cumulant vectors with applications
• Stabilizing the performance of kurtosis estimator of multivariate data
• Improved moment estimation for elliptically contoured distributions
• Title not available (Why is that?)
• On Mardia's and Song's measures of kurtosis in elliptical distributions
• Elliptical multivariate analysis
• Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
• On Srivastava's multivariate sample skewness and kurtosis under non-normality

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