Multivariate kurtosis in \(L_ 1\)-sense

DOI10.1016/0167-7152(94)90177-5zbMath0791.62058OpenAlexW2006658489MaRDI QIDQ1324547

Michel Meste, Jean Avérous

Publication date: 24 May 1994

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90177-5

zbMATH Keywords

orderingsspatial mediantailweightmultivariate kurtosisspread functioninterquantile intervalsmedian ballsquantile-based approach

Mathematics Subject Classification ID

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

Related Items (3)

Effect of kurtosis on efficiency of some multivariate medians ⋮ A generalized multivariate kurtosis ordering and its applications ⋮ A family of kurtosis orderings for multivariate distributions

Cites Work

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• Concavity and estimation
• Multivariate location estimation using extension of \(R\)-estimates through \(U\)-statistics type approach
• Kurtosis and spread
• THE RELATIONSHIPS BETWEEN SKEWNESS AND KURTOSIS
• Location, skewness and tailweight in l_ssense: a coherent approach
• Measures of multivariate skewness and kurtosis with applications

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