Moments of elliptically distributed random variates (Q1081243)
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scientific article; zbMATH DE number 3969902
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| English | Moments of elliptically distributed random variates |
scientific article; zbMATH DE number 3969902 |
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Moments of elliptically distributed random variates (English)
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1986
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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.
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elliptical distribution
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centered higher order moments
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characterization
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characteristic function
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inductive method
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elliptically distributed random variate
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sequence of new parameters
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kurtosis parameter
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