Nonparametric multivariate descriptive measures based on spatial quantiles

DOI10.1016/S0378-3758(03)00156-3MaRDI QIDQ1877835zbMATH OpenFDO

Authors Robert J. Serfling

Publication date 19 August 2004

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

LocationScaleKurtosisSkewnessPeakednessMultivariate distributionsSpatial quantilesTailweight

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonparametric inference (62G99)

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Cited in

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• Testing multivariate quantile by empirical likelihood
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