On the problem of more than one kurtosis parameter in multivariate analysis
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Publication:1209603
DOI10.1006/jmva.1993.1001zbMath0784.62044MaRDI 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 series; moment generating function; multivariate normal; elliptical distribution; kurtosis parameter; fourth-order cumulants; heterogeneous kurtosis
62H10: Multivariate distribution of statistics
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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