On the problem of more than one kurtosis parameter in multivariate analysis
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Publication:1209603
DOI10.1006/jmva.1993.1001zbMath0784.62044OpenAlexW2092233102MaRDI QIDQ1209603
Publication date: 16 May 1993
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1993.1001
power seriesmoment generating functionmultivariate normalelliptical distributionkurtosis parameterfourth-order cumulantsheterogeneous kurtosis
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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