Extensions of Pearson's inequality between skewness and kurtosis to multivariate cases

DOI10.1016/j.spl.2017.07.003zbMath1377.60037OpenAlexW2736568444MaRDI QIDQ2407514

Haruhiko Ogasawara

Publication date: 6 October 2017

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

Full work available at URL: https://doi.org/10.1016/j.spl.2017.07.003

zbMATH Keywords

infinitely divisibleCauchy-Schwarz inequalitymultivariate cumulantsPearson inequality

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Inequalities; stochastic orderings (60E15)

Related Items (3)

Asymptotic biases of information and cross-validation criteria under canonical parametrization ⋮ Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection ⋮ Some remarks on Koziol's kurtosis

Cites Work

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• Squared skewness minus kurtosis bounded by 186/125 for unimodal distributions
• Sharp inequalities between skewness and kurtosis
• ASYMPTOTIC CUMULANTS OF SOME INFORMATION CRITERIA
• Measures of multivariate skewness and kurtosis with applications
• A Note on Skewness and Kurtosis
• On the Interrelation Between the Sample Mean and the Sample Variance

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