On the efficiency of using the sample kurtosis in selecting optimal lpestimators |
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| Authors: | V. A. Sposito M. L. Hand Bradley Skarpness |
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| Affiliation: | 1. Iowa State University , Ames, Iowa;2. Willamette University , Salem, Oregon;3. Virginia Polytechnical Institute , Blacksburg, Virginia |
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| 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. |
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| Keywords: | Lp norm estimates kurtosis Monte Carlo simulation |
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