Testing the variance of symmetric heavy-tailed distributions

Producción científica: Article › revisión exhaustiva

Idioma original	English
Páginas (desde-hasta)	39-52
Número de páginas	14
Publicación	Journal of Statistical Computation and Simulation
Volumen	56
N.º	1
DOI	https://doi.org/10.1080/00949659608811779
Estado	Published - 1996

ASJC Scopus Subject Areas

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title = "Testing the variance of symmetric heavy-tailed distributions",

keywords = "Edgeworth expansion, Positive coefficient of kurtosis, Symmetric heavy-tailed distribution, Type I error rate",

author = "Lee, \{S. J.\} and Ping Sa",

year = "1996",

doi = "10.1080/00949659608811779",

language = "English",

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AU - Sa, Ping

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KW - Edgeworth expansion

KW - Positive coefficient of kurtosis

KW - Symmetric heavy-tailed distribution

KW - Type I error rate

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