Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis
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Publication:1819484
DOI10.1016/0167-7152(87)90040-XzbMath0613.62017MaRDI QIDQ1819484
Maria Berkane, Peter M. Bentler
Publication date: 1987
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
asymptotic distributionMonte Carlo studyelliptical distributiontests for homogeneitymarginal sample kurtoses
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
Uses Software
Cites Work
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- Greatest lower bound to the elliptical theory kurtosis parameter
- Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
- Asymptotically distribution‐free methods for the analysis of covariance structures
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