Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis

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)

zbMATH Keywords

asymptotic distributionMonte Carlo studyelliptical distributiontests for homogeneitymarginal sample kurtoses

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Uses Software

• EQS

Cites Work

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• Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
• Principal components in the nonnormal case: The test of equality of q roots
• Least-squares theory based on general distributional assumptions with an application to the incomplete observations problem
• On the theory of elliptically contoured distributions
• The comparison of interdependent correlations between optimal linear composites
• Robustness and efficiency properties of scatter matrices
• 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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