A generalized multivariate kurtosis ordering and its applications
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Publication:413762
DOI10.1016/J.JMVA.2012.01.009zbMATH Open1236.62047OpenAlexW2052169183MaRDI QIDQ413762FDOQ413762
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
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15) Nonparametric inference (62G99)
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- Nonparametric multivariate kurtosis and tailweight measures
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- Kurtosis and spread
- A family of kurtosis orderings for multivariate distributions
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Cited In (4)
- Asymptotics of generalized depth-based spread processes and applications
- Effect of kurtosis on efficiency of some multivariate medians
- A Class of Univariate Non-Mesokurtic Distributions Using a Continuous Uniform Symmetrizer and Chi Generator
- On a scale-scale plot for comparing multivariate distributions
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