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On the efficiency of using the sample kurtosis in selecting optimal l<sub>p</sub>estimators

Communications in Statistics - Simulation and ComputationPublished 1 January 1983
V. A. Sposito, Michael L. Hand, Bradley Skarpness
Citations186
SJR quartileQ2
SJR score0.43
SNIP1.00

Abstract

Abstract This paper examines the efficiency of thesample kurtosisin obtaining LP estimates as an estimates of central tendency for symmetric distributions. Moreover, guidelines are established for determining an optimal value of P based on the kurtosis of the error distribution. Keywords: Lp norm estimateskurtosisMonte Carlo simulation

Keywords

MathematicsEnvironmental Science