A family of estimators for multivariate kurtosis in a nonnormal linear regression model

Journal of Multivariate Analysis

Volumn 98, Issue 1, 2007, Pages 1-29

  Yanagihara, Hirokazu ^a  

^a UNIVERSITY OF TSUKUBA   (Japan)

Author keywords

Bias correction; Hotelling's T2 distribution; Mahalanobis distance; Monotonic increasing function; Multivariate linear model; Nonnormality; Predicted residuals; Studentized residuals; Tuning parameter

Indexed keywords

EID: 33750021749     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2005.05.015     Document Type: Article

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