A family of estimators for multivariate kurtosis in a nonnormal linear regression model
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Publication:860331
DOI10.1016/j.jmva.2005.05.015zbMath1102.62061MaRDI QIDQ860331
Publication date: 9 January 2007
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2005.05.015
bias correction; multivariate linear model; Mahalanobis distance; tuning parameter; nonnormality; Studentized residuals; monotonically increasing function; Hotelling's \(T^{2}\) distribution; Mardia's estimator; predicted residuals
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