Abstract
In this paper, we consider the effect of non-normality on the distribution of the sample fourth order cumulant in elliptical distributions. Asymptotic properties of the distribution of the sample fourth order cumulant is presented under non-normality, especially, the class of elliptical populations in detail. Asymptotic expansion formulas for the distributions are derived by a perturbation method. Finally, the numerical results are obtained.
Acknowledgments
The author would like to express his sincere gratitude to Professor Takashi Seo for his kind guidance and constant encouragement. The author also thanks the referee for the comments that were useful very much for the revision of the paper.
Citation
Yosihito Maruyama. "The effect of non-normality on the distribution of sample fourth order cumulant under elliptical populations." SUT J. Math. 41 (2) 97 - 116, June 2005. https://doi.org/10.55937/sut/1159986270
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