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

DOI10.1016/S0167-7152(96)00086-7MaRDI QIDQ1359804zbMATH OpenFDO

Authors Yi Zhao, Sadanori Konishi

Publication date 2 November 1997

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

Full work available at URL https://doi.org/10.1016/S0167-7152(96)00086-7

zbMATH Keywords

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

Mathematics Subject Classification ID

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

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Cites work

• Girdle distributions on a sphere
• scientific article; zbMATH DE number 4133331 (Why is no real title available?)
• scientific article; zbMATH DE number 4213246 (Why is no real title available?)
• scientific article; zbMATH DE number 4074168 (Why is no real title available?)
• scientific article; zbMATH DE number 4088743 (Why is no real title available?)
• scientific article; zbMATH DE number 44885 (Why is no real title available?)
• scientific article; zbMATH DE number 3538654 (Why is no real title available?)
• Large sample theory for distributions on the hypersphere with rotational symmetries
• Limit distributions for Mardia's measure of multivariate skewness
• Limit distributions for measures of multivariate skewness and kurtosis based on projections
• Measures of multivariate skewness and kurtosis with applications
• Statistical Analysis of Spherical Data

Cited in

(2)

• A measure of multivariate kurtosis for the identification of the dynamics of a N-dimensional market
• Some remarks on Koziol's kurtosis

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