Improved estimation of kurtosis parameters for two multivariate populations

DOI10.1134/S1995080217010218zbMath1366.62045OpenAlexW2588034453MaRDI QIDQ2628642

S. Ejaz Ahmed, Nighat Zahra, Supranee Lisawadi

Publication date: 2 June 2017

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1995080217010218

zbMATH Keywords

kurtosisestimatorshrinkagepreliminary testasymptotic distributional biasuncertain prior informationasymptotic quadratic riskmultivariate populationsample date

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

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• Improving the performance of kurtosis estimator
• Stabilizing the Performance of Kurtosis Estimator of Multivariate Data
• Robust estimation with flexible parametric distributions: estimation of utility stock betas
• Kurtosis correction method for X̄ and R control charts for long‐tailed symmetrical distributions

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