Journal of the Japan Statistical Society, Japanese Issue
Online ISSN : 2189-1478
Print ISSN : 0389-5602
ISSN-L : 0389-5602
SPHERICAL DISTRIBUTIONS, BETA DISTRIBUTIONS, AND THEIR APPLICATIONS TO LINEAR MODELS
A. K. GuptaD. G. Kabe
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JOURNAL FREE ACCESS

1994 Volume 24 Issue 2 Pages 185-192

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Abstract

This paper considers the general concept of right spherical distributions with applications to linear models, skewness and kurtosis. Some exact moments of skewness and kurtosis are established. Further, the average k_??_ order efficiency of the least squares estimate is established, which generalizes the results of Iwasaki (1985).

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