首页 | 本学科首页   官方微博 | 高级检索  
     


Nonlinear Lp-norm estimation: Part II: The asymptotic distribution gf the exponent,p, as a function of the sample kurtosis.
Authors:R. Gonin  A. H. Money
Affiliation:1. Institute for Biostatistics , Medical Research Council , Cape Town, South Africa;2. University of Cape Town , Graduate School of Business , Cape Town, South Africa
Abstract:In this paper it will be shown that the exponent p in Lp,-norm P estimation as an explicit function of the sample kurtosis is asymptotically normally distributed. The asymptotic variances of p for two sllch formulae are derived. An alternative formula which implicitly relates p to the sample kurtosis is also discussed.

An adaptive procedure for the selection of p when the underlying error distribution is unknown is also suggested. This procedure is used to verify empirically that the asymptotic distribution of p is normal.
Keywords:asymptotic distribution  norml  kurtosis  monte carlo simulation
正在获取相似文献,请稍候...
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号