Mardia's coefficient of kurtosis in elliptical populations

DOI10.1007/BF02015336zbMath0741.62050OpenAlexW2350420772MaRDI QIDQ1178646

Peter M. Bentler, Maria Berkane

Publication date: 26 June 1992

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02015336

zbMATH Keywords

elliptical distributionstesting hypothesesMardia's coefficient of kurtosisstandard errors of bivariate moments

Mathematics Subject Classification ID

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

Related Items (3)

Covariance matrices of quadratic forms in elliptical distributions ⋮ On Srivastava's multivariate sample skewness and kurtosis under non-normality ⋮ The Asymptotic Covariance Matrix of the Least Squares Estimator in the Stochastic Linear Regression Model: The Case of Elliptically Symmetric Distribution

Cites Work

• Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
• On the theory of elliptically contoured distributions
• Robustness and efficiency properties of scatter matrices
• Characterizing parameters of multivariate elliptical distributions^*
• Measures of multivariate skewness and kurtosis with applications
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