On Mardia's and Song's measures of kurtosis in elliptical distributions
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Publication:2482132
DOI10.1016/j.jmva.2007.05.001zbMath1133.62329OpenAlexW1974736913MaRDI QIDQ2482132
Publication date: 16 April 2008
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2007.05.001
Shannon entropyRényi entropyelliptically contoured distributionsMardia's measure of kurtosisSong's measure of kurtosis
Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistical aspects of information-theoretic topics (62B10)
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