Stabilizing the performance of kurtosis estimator of multivariate data

DOI10.1080/03610918.2011.624237MaRDI QIDQ3168328zbMATH OpenOpenAlexFDO

Authors M. Omar, A. H. Joarder, S. Ejaz Ahmed

Publication date 30 October 2012

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2011.624237

zbMATH Keywords

asymptotic propertieslocal alternativesMonte-Carlo simulationsparameter stabilityrelative precisionshrinkage and pretest estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05)

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Cites work

• Biased estimation in a simple multivariate regression model
• Confidence interval for a coefficient of quartile variation
• Estimation of the parameters of a regression model with a multivariate t error variable
• scientific article; zbMATH DE number 3614055 (Why is no real title available?)
• Improved Estimation of Coefficient Vector in a Regression Model
• Improving the performance of kurtosis estimator
• MSE performance of a heterogeneous pre-test estimator
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance
• Optimal pre-test estimators in regression
• Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric
• REML estimation: Asymptotic behavior and related topics
• The traditional pretest estimator
• Wald consistency and the method of sieves in REML estimation

Cited in

(4)

• Improving the performance of kurtosis estimator
• Improved estimation of kurtosis parameters for two multivariate populations
• Meta-analysis, pretest, and shrinkage estimation of kurtosis parameters
• scientific article; zbMATH DE number 5798412 (Why is no real title available?)

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