IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v52y2008i5p2669-2681.html
   My bibliography  Save this article

Improving the performance of kurtosis estimator

Author

Listed:
  • An, Lihua
  • Ahmed, S. Ejaz

Abstract

No abstract is available for this item.

Suggested Citation

  • An, Lihua & Ahmed, S. Ejaz, 2008. "Improving the performance of kurtosis estimator," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2669-2681, January.
  • Handle: RePEc:eee:csdana:v:52:y:2008:i:5:p:2669-2681
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(07)00350-7
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. L. Wade, 1988. "Review," Public Choice, Springer, vol. 58(1), pages 99-100, July.
    2. Bonett, Douglas G., 2006. "Confidence interval for a coefficient of quartile variation," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 2953-2957, July.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Haiyan Wang & Bo Tong & Huaiyu Zhang & Xukun Li, 2017. "New two-sample tests for skewed populations and their connection to theoretical power of Bootstrap-t test," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(3), pages 661-683, September.
    2. Burch, Brent D., 2011. "Assessing the performance of normal-based and REML-based confidence intervals for the intraclass correlation coefficient," Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 1018-1028, February.
    3. Brent D. Burch, 2017. "Distribution-dependent and distribution-free confidence intervals for the variance," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(4), pages 629-648, November.
    4. Peter H. Westfall, 2014. "Kurtosis as Peakedness, 1905-2014. R.I.P," The American Statistician, Taylor & Francis Journals, vol. 68(3), pages 191-195, April.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Kaplow, Louis & Shapiro, Carl, 2007. "Antitrust," Handbook of Law and Economics, in: A. Mitchell Polinsky & Steven Shavell (ed.), Handbook of Law and Economics, edition 1, volume 2, chapter 15, pages 1073-1225, Elsevier.
    2. Ireland, Peter N., 2003. "Endogenous money or sticky prices?," Journal of Monetary Economics, Elsevier, vol. 50(8), pages 1623-1648, November.
    3. Giuseppe Croce & Emanuela Ghignoni, 2011. "Overeducation and spatial flexibility in Italian local labour markets," Working Papers in Public Economics 145, Department of Economics and Law, Sapienza University of Roma.
    4. Carranza, Luis J. & Cayo, Juan M. & Galdon-Sanchez, Jose E., 2003. "Exchange rate volatility and economic performance in Peru: a firm level analysis," Emerging Markets Review, Elsevier, vol. 4(4), pages 472-496, December.
    5. Juan Carlos Conesa & Timothy J. Kehoe & Kim J. Ruhl, 2007. "Modeling great depressions: the depression in Finland in the 1990s," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 31(Nov), pages 16-44.
    6. Mark Weder, 2006. "A heliocentric journey into Germany's Great Depression," Oxford Economic Papers, Oxford University Press, vol. 58(2), pages 288-316, April.
    7. Duclos, Jean-Yves & Sahn, David & Younger, Stephen D., 2003. "Polarization: Robust Multidimensional Poverty Comparisons," Cahiers de recherche 0304, CIRPEE.
    8. W. Crain & Robert Tollison, 2002. "Consumer Choice and the Popular Music Industry: A Test of the Superstar Theory," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 29(1), pages 1-9, March.
    9. Brock, William A. & Hommes, Cars H. & Wagener, Florian O. O., 2005. "Evolutionary dynamics in markets with many trader types," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 7-42, February.
    10. Basu, Susanto & Fernald, John G. & Shapiro, Matthew D., 2001. "Productivity growth in the 1990s: technology, utilization, or adjustment?," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 55(1), pages 117-165, December.
    11. Edwards, Sebastian & Vegh, Carlos A., 1997. "Banks and macroeconomic disturbances under predetermined exchange rates," Journal of Monetary Economics, Elsevier, vol. 40(2), pages 239-278, October.
    12. Carlos Ocaña Pérez de Tudela, 1993. "Modelos dinámicos de competencia estratégica y cambio técnico: una panorámica," Investigaciones Economicas, Fundación SEPI, vol. 17(1), pages 43-63, January.
    13. Penin, Julien, 2005. "Patents versus ex post rewards: A new look," Research Policy, Elsevier, vol. 34(5), pages 641-656, June.
    14. Víctor Aguirregabiria, 1997. "Estimation of dynamic programming models with censored decision variables," Investigaciones Economicas, Fundación SEPI, vol. 21(2), pages 167-208, May.
    15. Meixing DAI, 2009. "On the role of money growth targeting under inflation targeting regime," Working Papers of BETA 2009-11, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    16. Donato Masciandaro, 1995. "Designing a central bank: Social player, monetary agent, or banking agent?," Open Economies Review, Springer, vol. 6(4), pages 399-410, October.
    17. Bonett, Douglas G. & Seier, Edith, 2002. "A test of normality with high uniform power," Computational Statistics & Data Analysis, Elsevier, vol. 40(3), pages 435-445, September.
    18. Stefania D'Amico, 2004. "Density Estimation and Combination under Model Ambiguity," Computing in Economics and Finance 2004 273, Society for Computational Economics.
    19. Sanogo, Issa & Gyengani, Zakaria, 2008. "Private investment in guinea, does macro-instability matter? A comparative analysis," MPRA Paper 11606, University Library of Munich, Germany.
    20. Long, Ngo Van & Soubeyran, Antoine, 2001. "Cost Manipulation Games in Oligopoly, with Costs of Manipulating," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(2), pages 505-533, May.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:52:y:2008:i:5:p:2669-2681. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.