A family of kurtosis orderings for multivariate distributions

DOI10.1016/J.JMVA.2008.06.001MaRDI QIDQ1000577zbMATHOpenAlexFDO

Authors 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

zbMATH Keywords

kurtosisorderingtailweightpeakednesselliptically symmetric distributions

Mathematics Subject Classification ID

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

Recommendations

• A generalized multivariate kurtosis ordering and its applications
• Some stochastic orders of Kotz-type distributions
• On Mardia's and Song's measures of kurtosis in elliptical distributions
• Nonparametric multivariate kurtosis and tailweight measures
• On Kotz-type elliptical distributions

Cites work

• scientific article; zbMATH DE number 3833083 (Why is no real title available?)
• scientific article; zbMATH DE number 3976122 (Why is no real title available?)
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 3204183 (Why is no real title available?)
• Descriptive statistics for multivariate distributions
• Descriptive statistics for non-parametric models. III: Dispersion
• Descriptive statistics for nonparametric models. II: Location
• Kurtosis and spread
• Measures of multivariate skewness and kurtosis with applications
• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
• Multivariate kurtosis in \(L_ 1\)-sense
• Nonparametric multivariate descriptive measures based on spatial quantiles
• Nonparametric multivariate kurtosis and tailweight measures
• Products of random variables and star-shaped ordering
• THE RELATIONSHIPS BETWEEN SKEWNESS AND KURTOSIS

Cited in

(15)

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

This page was built for publication: A family of kurtosis orderings for multivariate distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1000577)