Stabilizing the Performance of Kurtosis Estimator of Multivariate Data

DOI10.1080/03610918.2011.624237zbMath1271.62114OpenAlexW1988452461MaRDI QIDQ3168328

Anwar H. Joarder, M. Hafidz Omar, S. Ejaz Ahmed

Publication date: 30 October 2012

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.624237

zbMATH Keywords

asymptotic propertieslocal alternativesMonte-Carlo simulationsparameter stabilityrelative precisionshrinkage and pretest estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05)

Related Items (1)

Improved estimation of kurtosis parameters for two multivariate populations

Cites Work

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• Biased estimation in a simple multivariate regression model
• Confidence interval for a coefficient of quartile variation
• Improving the performance of kurtosis estimator
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• Optimal pre-test estimators in regression
• REML estimation: Asymptotic behavior and related topics
• The Traditional Pretest Estimator
• Estimation of the parameters of a regression model with a multivariate t error variable
• Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric
• Improved Estimation of Coefficient Vector in a Regression Model
• On Biases in Estimation Due to the Use of Preliminary Tests of Significance

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