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

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.

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Year of publication:	1987
Authors:	Berkane, Maria ; Bentler, P. M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 5.1987, 3, p. 201-207
Publisher:	Elsevier
Subject:	kurtosis elliptical distribution normal distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005211948