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

Maria Berkane and P. M. Bentler

Statistics & Probability Letters, 1987, vol. 5, issue 3, 201-207

Abstract: The asymptotic distribution of marginal sample kurtoses is derived. The distribution is used to derive new estimators of the kurtosis parameter ? of a p-variate elliptical distribution as well as tests for homogeneity of kurtosis.

Keywords: kurtosis; elliptical; distribution; normal; distribution (search for similar items in EconPapers)
Date: 1987
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