ESTIMATION OF MOMENT PARAMETER IN ELLIPTICAL DISTRIBUTIONS
スポンサーリンク
概要
- 論文の詳細を見る
As a typical non-normal case, we consider a family of elliptically symmetric distributions. Then, the moment parameter and its consistent estimator are presented. Also, the asymptotic expectation and the asymptotic variance of the consistent estimator of the general moment parameter are given. Besides, the numerical results obtained by Monte Carlo simulation for some selected parameters are provided.
- 一般社団法人日本統計学会の論文
著者
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Seo Takashi
Department Of Mathematical Information Sciences Faculty Of Science Tokyo University Of Science
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Seo Takashi
Department Of Information Sciences Faculty Of Science & Technology Science University Of Tokyo
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Maruyama Yoshihito
Department of Mathematics, Graduate School of Science, Tokyo University of Science
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Maruyama Yoshihito
Department Of Mathematics Graduate School Of Science Tokyo University Of Science
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Maruyama Yosihito
Department of Mathematics, Graduate School of Science, Tokyo University of Science
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