Improving the performance of kurtosis estimator

DOI10.1016/j.csda.2007.09.024zbMath1452.62026OpenAlexW1986961877MaRDI QIDQ1023596

Lihua An, S. Ejaz Ahmed

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.09.024

zbMATH Keywords

mean squared errorMonte Carlo simulationkurtosisbootstrappingcoefficient of variation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (10)

Stabilizing the Performance of Kurtosis Estimator of Multivariate Data ⋮ Improved estimation of kurtosis parameters for two multivariate populations ⋮ New two-sample tests for skewed populations and their connection to theoretical power of bootstrap-\(t\) test ⋮ Distribution-dependent and distribution-free confidence intervals for the variance ⋮ Assessing the performance of normal-based and REML-based confidence intervals for the intraclass correlation coefficient ⋮ Confidence intervals for variance components in unbalanced one-way random effects model using non-normal distributions ⋮ Estimating kurtosis and confidence intervals for the variance under nonnormality ⋮ Interval estimation of variance ratio in non-normal unbalanced one-way random models ⋮ Transformation tests and their asymptotic power in two-sample comparisons ⋮ Kurtosis as Peakedness, 1905–2014.R.I.P.

Cites Work

• Confidence interval for a coefficient of quartile variation
• Simultaneous estimation of coefficients of variation
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