A generalized multivariate kurtosis ordering and its applications

DOI10.1016/j.jmva.2012.01.009zbMath1236.62047MaRDI QIDQ413762

Weihua Zhou, Jin Wang

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

zbMATH Keywords

depth function; multivariate quantile function; spread functional

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62G99: Nonparametric inference

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