A family of kurtosis orderings for multivariate distributions

DOI10.1016/j.jmva.2008.06.001zbMath1154.62043MaRDI QIDQ1000577

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

ordering; kurtosis; tailweight; peakedness; elliptically symmetric distributions

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

62H05: Characterization and structure theory for multivariate probability distributions; copulas