A generalized multivariate kurtosis ordering and its applications

DOI10.1016/J.JMVA.2012.01.009zbMATH Open1236.62047OpenAlexW2052169183MaRDI QIDQ413762FDOQ413762

Authors 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 functionmultivariate quantile functionspread functional

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15) Nonparametric inference (62G99)

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Cites Work

• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 3541764 (Why is no real title available?)
• scientific article; zbMATH DE number 3204183 (Why is no real title available?)
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• A family of kurtosis orderings for multivariate distributions
• Descriptive statistics for multivariate distributions
• General notions of statistical depth function.
• Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis.
• Kurtosis and spread
• Measures of multivariate skewness and kurtosis with applications
• Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
• Multivariate kurtosis in \(L_ 1\)-sense
• Nonparametric multivariate descriptive measures based on spatial quantiles
• Nonparametric multivariate kurtosis and tailweight measures
• On a notion of data depth based on random simplices

Cited In (6)

• Asymptotics of generalized depth-based spread processes and applications
• A family of kurtosis orderings for multivariate distributions
• Multivariate ranking using elliptical peeling
• 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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