Pages that link to "Item:Q4675948"
From MaRDI portal
The following pages link to Nonparametric multivariate kurtosis and tailweight measures (Q4675948):
Displaying 13 items.
- Generalized quantile treatment effect: a flexible Bayesian approach using quantile ratio smoothing (Q273618) (← links)
- Bayesian tail risk interdependence using quantile regression (Q273621) (← links)
- A study of the effect of kurtosis on discriminant analysis under elliptical populations (Q413743) (← links)
- A generalized multivariate kurtosis ordering and its applications (Q413762) (← links)
- A family of kurtosis orderings for multivariate distributions (Q1000577) (← links)
- On the computation of multivariate scenario sets for the skew-\(t\) and generalized hyperbolic families (Q1659114) (← links)
- Asymptotics of generalized depth-based spread processes and applications (Q1755133) (← links)
- On Mardia's and Song's measures of kurtosis in elliptical distributions (Q2482132) (← links)
- Influence functions for a general class of depth-based generalized quantile functions (Q2489487) (← links)
- Effect of kurtosis on efficiency of some multivariate medians (Q3455251) (← links)
- Inference for quantile measures of kurtosis, peakedness, and tail weight (Q4976198) (← links)
- Tukey Depths and Hamilton--Jacobi Differential Equations (Q5075722) (← links)
- Eikonal depth: an optimal control approach to statistical depths (Q6620132) (← links)
