Moments of elliptically distributed random variates

DOI10.1016/0167-7152(86)90054-4zbMath0601.62064OpenAlexW2032144095MaRDI QIDQ1081243

Peter M. Bentler, Maria Berkane

Publication date: 1986

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(86)90054-4

zbMATH Keywords

characteristic functioncharacterizationelliptical distributioninductive methodcentered higher order momentselliptically distributed random variatekurtosis parametersequence of new parameters

Mathematics Subject Classification ID

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

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Cites Work

• Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
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