Asymptotic properties for measures of multivariate kurtosis in elliptical distributions

MaRDI QIDQ5490168zbMATH OpenFDO

Authors Yosihito Maruyama

Publication date 4 October 2006

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)

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

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
• scientific article; zbMATH DE number 6039585 (Why is no real title available?)
• 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

This page was built for publication: Asymptotic properties for measures of multivariate kurtosis in elliptical distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5490168)