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

1983192 citationsJournal Article

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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

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Statistical and numerical algorithms Advanced Statistical Methods and Models Aerospace, Electronics, Mathematical Modeling

Publication Details

Published in: Communications in Statistics - Simulation and Computation

Volume 12, Issue 3, pp. 265-272

DOI: 10.1080/03610918308812318

Field-Weighted Citation Impact: 1.38

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

Authors

Abstract

Topics & Keywords

Publication Details