A generalized multivariate kurtosis ordering and its applications
From MaRDI portal
Publication:413762
DOI10.1016/j.jmva.2012.01.009zbMath1236.62047MaRDI QIDQ413762
Publication date: 7 May 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.01.009
60E15: Inequalities; stochastic orderings
62H05: Characterization and structure theory for multivariate probability distributions; copulas
62G99: Nonparametric inference
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