Improved estimation of kurtosis parameters for two multivariate populations
- Authors: Zahra N.1, Lisawadi S.1, Ahmed S.E.1
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Affiliations:
- Department of Mathematics and Statistics
- Issue: Vol 38, No 1 (2017)
- Pages: 110-115
- Section: Article
- URL: https://journals.rcsi.science/1995-0802/article/view/198708
- DOI: https://doi.org/10.1134/S1995080217010218
- ID: 198708
Cite item
Abstract
Improved estimators for the kurtosis parameters of two multivariate populations are developed under the assumption that they are equal. Shrinkage and preliminary test estimators are proposed and their asymptotic properties are presented analytically and numerically. Comparisons of the suggested estimators are made on the basis of their asymptotic distributional biases and asymptotic quadratic risks. It is observed that the suggested estimators perform better than the estimator based on the sample data only in a wider range of parametric space.
About the authors
Nighat Zahra
Department of Mathematics and Statistics
Author for correspondence.
Email: nighat.zahra@hotmail.com
Thailand, Bangkok
Supranee Lisawadi
Department of Mathematics and Statistics
Email: nighat.zahra@hotmail.com
Thailand, Bangkok
S. Ejaz Ahmed
Department of Mathematics and Statistics
Email: nighat.zahra@hotmail.com
Canada, St. Catharines, ON