On multivariate skewness and kurtosis

DOI10.1007/s13171-020-00211-6OpenAlexW3047596314MaRDI QIDQ2051011

Emanuele Taufer, Gyorgy H. Terdik, Sreenivasa Rao Jammalamadaka

Publication date: 1 September 2021

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-020-00211-6

zbMATH Keywords

multivariate skewnessmultivariate kurtosiscumulant vectorsinterconnections between different measuressymmetric and skew multivariate distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05)

Related Items (1)

Multivariate normality test based on kurtosis with two-step monotone missing data

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