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Bentler, P. M. 1 Berkane, Maria 1
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Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis
Berkane, Maria; Bentler, P. M. - In: Statistics & Probability Letters 5 (1987) 3, pp. 201-207
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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