Estimation of Moment Parameter in Elliptical Distributions (Q4678113)
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scientific article; zbMATH DE number 2170637
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Moment Parameter in Elliptical Distributions |
scientific article; zbMATH DE number 2170637 |
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Estimation of Moment Parameter in Elliptical Distributions (English)
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23 May 2005
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asymptotic expansion
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consistent estimator
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elliptical distribution
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kurtosis parameter
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moment parameter
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Monte Carlo simulation
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perturbation method
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