Testing the variance of symmetric heavy-tailed distributions

S. J. Lee; Ping Sa

doi:10.1080/00949659608811779

Testing the variance of symmetric heavy-tailed distributions

S. J. Lee, Ping Sa

Mathematics & Statistics

University of West Florida

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	39-52
Number of pages	14
Journal	Journal of Statistical Computation and Simulation
Volume	56
Issue number	1
DOIs	https://doi.org/10.1080/00949659608811779
State	Published - 1996

ASJC Scopus Subject Areas

Statistics and Probability
Modeling and Simulation
Statistics, Probability and Uncertainty
Applied Mathematics

Keywords

Edgeworth expansion
Positive coefficient of kurtosis
Symmetric heavy-tailed distribution
Type I error rate

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10.1080/00949659608811779

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KW - Type I error rate

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Testing the variance of symmetric heavy-tailed distributions

ASJC Scopus Subject Areas

Keywords

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