TY - JOUR AU - Mineo, Angelo M. PY - 2003/01/01 Y2 - 2024/03/28 TI - On the estimation of the structure parameter of a normal distribution of order p JF - Statistica JA - Stat VL - 63 IS - 1 SE - Articles DO - 10.6092/issn.1973-2201/342 UR - https://rivista-statistica.unibo.it/article/view/342 SP - 109-122 AB - In this paper we compare four different approaches to estimate the structure parameter of a normal distribution of order p (often called exponential power distribution). In particular, we have considered the maximization of the log-likelihood, of the profile log-likelihood, of the conditional profile log-likelihood and a method based on an index of kurtosis. The results of a simulation study seem to indicate the latter approach as the best. ER -