A family of kurtosis orderings for multivariate distributions

DOI10.1016/j.jmva.2008.06.001zbMath1154.62043OpenAlexW1994845975MaRDI QIDQ1000577

Jin Wang

Publication date: 9 February 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.06.001

zbMATH Keywords

orderingkurtosistailweightpeakednesselliptically symmetric distributions

Mathematics Subject Classification ID

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

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