On the efficiency of using the sample kurtosis in selecting optimal lpestimators
Authors:
- 1 January 1983
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 12 (3) , 265-272
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
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