Multivariate kurtosis in \(L_ 1\)-sense
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Publication:1324547
DOI10.1016/0167-7152(94)90177-5zbMath0791.62058MaRDI QIDQ1324547
Publication date: 24 May 1994
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(94)90177-5
orderings; spatial median; tailweight; multivariate kurtosis; spread function; interquantile intervals; median balls; quantile-based approach
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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A generalized multivariate kurtosis ordering and its applications, A family of kurtosis orderings for multivariate distributions, Effect of kurtosis on efficiency of some multivariate medians
Cites Work
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