ON THE ESTIMATION OF KURTOSIS PARAMETER IN ELLIPTICAL DISTRIBUTIONS (Q4715698)
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scientific article; zbMATH DE number 946808
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE ESTIMATION OF KURTOSIS PARAMETER IN ELLIPTICAL DISTRIBUTIONS |
scientific article; zbMATH DE number 946808 |
Statements
ON THE ESTIMATION OF KURTOSIS PARAMETER IN ELLIPTICAL DISTRIBUTIONS (English)
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10 March 1997
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kurtosis parameter
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elliptical distributions
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consistent estimator
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perturbation method
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bias correction
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asymptotic expansion
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mean square error
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