Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis (Q1819484)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis |
scientific article; zbMATH DE number 3992626
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis |
scientific article; zbMATH DE number 3992626 |
Statements
Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis (English)
0 references
1987
0 references
The asymptotic distribution of marginal sample kurtoses is derived. The distribution is used to derive new estimators of the kurtosis parameter \(\kappa\) of a p-variate elliptical distribution as well as tests for homogeneity of kurtosis.
0 references
Monte Carlo study
0 references
asymptotic distribution
0 references
marginal sample kurtoses
0 references
elliptical distribution
0 references
tests for homogeneity
0 references
0 references
0.8754962
0 references
0.86384046
0 references
0.86364734
0 references
0.8587208
0 references
