Repeat the calculations of Exercise 4.22, but now for l4 and l22, the optimal unbiased estimates of
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Repeat the calculations of Exercise 4.22, but now for l4 and l22, the optimal unbiased estimates of the fourth cumulant and the square of the second cumulant. Show that l4 and l22 are linear combinations of Deduce that, in the quadratically balanced case, k4 and k22 are the optimal unbiased estimates.
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Related Book For 
Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
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