On the efficiency of using the sample kurtosis in selecting optimal lpestimators
作者:
V. A. Sposito,
M. L. Hand,
Bradley Skarpness,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1983)
卷期:
Volume 12,
issue 3
页码: 265-272
ISSN:0361-0918
年代: 1983
DOI:10.1080/03610918308812318
出版商: Marcel Dekker, Inc.
关键词: Lpnorm estimates;kurtosis;Monte Carlo simulation
数据来源: Taylor
摘要:
This paper examines the efficiency of thesample kurtosisin obtaining LPestimates as an estimates of central tendency for symmetric distributions. Moreover, guidelines are established for determining an optimal value ofPbased on the kurtosis of the error distribution.
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