A family of estimators for multivariate kurtosis in a nonnormal linear regression model
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References listed on IDEAS
- Kano, Yutaka, 1992. "Robust statistics for test-of-independence and related structural models," Statistics & Probability Letters, Elsevier, vol. 15(1), pages 21-26, September.
- Yasunori Fujikoshi & Takafumi Noguchi & Megu Ohtaki & Hirokazu Yanagihara, 2003. "Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(3), pages 537-553, September.
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- Yanagihara, Hirokazu, 2003. "Asymptotic expansion of the null distribution of test statistic for linear hypothesis in nonnormal linear model," Journal of Multivariate Analysis, Elsevier, vol. 84(2), pages 222-246, February.
- Klar, Bernhard, 2002. "A Treatment of Multivariate Skewness, Kurtosis, and Related Statistics," Journal of Multivariate Analysis, Elsevier, vol. 83(1), pages 141-165, October.
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- Kakizawa, Yoshihide, 2009. "Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 473-496, March.
- Kakizawa, Yoshihide, 2008. "Multiple comparisons of several heteroscedastic multivariate populations," Statistics & Probability Letters, Elsevier, vol. 78(11), pages 1328-1338, August.
More about this item
KeywordsBias correction Hotelling's T2 distribution Mahalanobis distance Monotonic increasing function Multivariate linear model Nonnormality Predicted residuals Studentized residuals Tuning parameter;
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