Moments of elliptically distributed random variates (Q1081243)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments of elliptically distributed random variates |
scientific article |
Statements
Moments of elliptically distributed random variates (English)
0 references
1986
0 references
This paper presents an inductive method for computing the moments of an elliptically distributed random variate. A sequence of new parameters relating centered higher-order to second moments is introduced. The known kurtosis parameter is shown to be a member of this sequence.
0 references
elliptical distribution
0 references
centered higher order moments
0 references
characterization
0 references
characteristic function
0 references
inductive method
0 references
elliptically distributed random variate
0 references
sequence of new parameters
0 references
kurtosis parameter
0 references
0 references
