ON THE ESTIMATION OF KURTOSIS PARAMETER IN ELLIPTICAL DISTRIBUTIONS

Author:

Seo Takashi,Toyama Takuya

Publisher

The Japan Statistical Society

Reference12 articles.

1. [1] Anderson, T. W. (1993). Nonnormal multivariate distributions: Inference based on elliptically contoured distributions. Multivariate Analysis: Future Directions, (C. R. Rao ed.), Elsevier Science Publishers, pp. 1-24.

2. [2] Berkane, M. and Bentler, P. M. (1987). Characterizing parameters of multivariate elliptical distributions. Commun. Statist.-Simula., 16, 193-198.

3. [3] Berkane, M. and Bentler, P. M. (1990). Mardia's coefficient of kurtosis in elliptical populations. Acta Mathematica Applicatae Sinica, 6, 290-294.

4. [4] Henze, N. (1994). On Mardia's kurtosis test for multivariate normality. Commun. Statist.-Theor. Meth., 23, 1031-1045.

5. [5] Iwashita, T. (1994). Asymptotic distribution of Hotelling's T2-statistic under the elliptical distribution. Department of Mathematical Science (Σ) Preprint Series (S) , No.13, Osaka University.

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