Limit distributions of multivariate kurtosis and moments under Watson rotational symmetric distributions

DOI10.1016/S0167-7152(96)00086-7zbMath0874.60019MaRDI QIDQ1359804

Sadanori Konishi, Yi Zhao

Publication date: 2 November 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

asymptotic distributionmultivariate kurtosis and skewnessrotational symmetric distributionsScheiddgegger-Watson distributionWatson rotational symmetric distributions

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Distribution theory (60E99)

Related Items (1)

A measure of multivariate kurtosis for the identification of the dynamics of a \(N\)-dimensional market

Cites Work

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• Large sample theory for distributions on the hypersphere with rotational symmetries
• Limit distributions for measures of multivariate skewness and kurtosis based on projections
• Limit distributions for Mardia's measure of multivariate skewness
• Statistical Analysis of Spherical Data
• Girdle distributions on a sphere
• Measures of multivariate skewness and kurtosis with applications

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