Improving the performance of kurtosis estimator
Improving the performance of kurtosis estimator
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DOI：
10.1016/j.csda.2007.09.024
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发表时间：
2008-01-20
影响因子：
1.8
通讯作者：
Ahmed, S. Ejaz
中科院分区：
文献类型：
--
作者：
An, Lihua;Ahmed, S. Ejaz
在这篇文章中，我们对正常和非正常人群的数据进行了比较，这些数据是由各种软件包调整的峰度样本测量。进一步，提出了两种改进的总体峰度估计方法，并将其性能与目前使用的方法进行了比较。建议的估计有相当低的均方误差（MSE）的各种抽样设计在我们的模拟研究。两个经验的例子来说明建议的估计在实践中的有用性。(C)2007 Elsevier B.V.保留所有权利。
In this communication, sample measures of kurtosis adapted by various software packages are compared for data from normal and non-normal populations. Further, two improved estimators of population kurtosis are proposed and their performance is compared with the currently used measures. The suggested estimators have considerably lower mean squared error (MSE) for various sampling designs in our simulation study. Two empirical examples are given to illustrate the usefulness of suggested estimators in practice. (C) 2007 Elsevier B.V. All rights reserved.