A family of kurtosis orderings for multivariate distributions

DOI10.1016/J.JMVA.2008.06.001zbMATH Open1154.62043OpenAlexW1994845975MaRDI QIDQ1000577FDOQ1000577

Jin Wang

Publication date: 9 February 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.06.001

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zbMATH Keywords

kurtosisorderingtailweightpeakednesselliptically symmetric distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15)

Cites Work

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• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
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• Measures of multivariate skewness and kurtosis with applications
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• Descriptive statistics for non-parametric models. III: Dispersion
• Nonparametric multivariate kurtosis and tailweight measures
• Nonparametric multivariate descriptive measures based on spatial quantiles
• Kurtosis and spread
• Descriptive statistics for nonparametric models. II: Location
• Multivariate kurtosis in \(L_ 1\)-sense
• THE RELATIONSHIPS BETWEEN SKEWNESS AND KURTOSIS
• Products of random variables and star-shaped ordering

Cited In (14)

• Ordering Ellipsoidal Measures: Scale and Peakedness Orderings
• A study of the effect of kurtosis on discriminant analysis under elliptical populations
• A generalized multivariate kurtosis ordering and its applications
• Kurtosis and spread
• Data projections by skewness maximization under scale mixtures of skew-normal vectors
• A simulation study of the finite-sample performance of the sample scale curve as an estimator of its population counterpart
• Gini covariance matrix and its affine equivariant version
• Some stochastic orders of Kotz-type distributions
• Effect of kurtosis on efficiency of some multivariate medians
• A note on the direction maximizing skewness in multivariate skew-t vectors
• Persistence in a two-dimensional moving-habitat model
• Kurtosis comartsions of the cauchy and double exponential distributions
• New insights on the multivariate skew exponential power distribution
• A stochastic ordering based on the canonical transformation of skew-normal vectors

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