Improving the performance of kurtosis estimator

Computational Statistics and Data Analysis

Volumn 52, Issue 5, 2008, Pages 2669-2681

  An, Lihua ^a   Ahmed, S Ejaz ^a  

^a UNIVERSITY OF WINDSOR   (Canada)

Author keywords

Bootstrapping; Coefficient of variation; Kurtosis; Mean squared error; Monte Carlo simulation

Indexed keywords

COMPUTER SIMULATION; COMPUTER SOFTWARE; MONTE CARLO METHODS;

BOOTSTRAPPING; KURTOSIS; MEAN SQUARED ERROR (MSE);

PARAMETER ESTIMATION;

EID: 38149027602     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2007.09.024     Document Type: Article

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