首页   按字顺浏览 期刊浏览 卷期浏览 Characterizing parameters of multivariate elliptical distributions*
Characterizing parameters of multivariate elliptical distributions*

 

作者: Maia Berkane,   P.M. Bentler,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1987）
卷期: Volume 16, issue 1  

页码: 193-198

 

ISSN:0361-0918

 

年代: 1987

 

DOI:10.1080/03610918708812584

 

出版商: Marcel Dekker, Inc.

 

关键词: elliptical distributions;moments;kurtosis

 

数据来源: Taylor

 

摘要:

This paper defines new parameters characterizing multivariate elliptical distributions. Mardia's coefficient of multivariate kurtosis is shown to be essentially one of these parameters. A simple relation is established between centered multivariate product moments and second moments of the variables. The general results are verified on the contaminated normal distribution as an example.

 

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