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

โœ Scribed by Hirokazu Yanagihara


Book ID
108185465
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
366 KB
Volume
98
Category
Article
ISSN
0047-259X

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Conditions for superiority of the minimum dispersion estimator over another with respect to the covariance matrix are derived when the vector parameter of a regression model is subject to competing stochastic restrictions. The restrictions may also consist both of a deterministic part and a stochast