Improved probability inequalities for Mardia's coefficient of kurtosis

DOI10.1016/j.spl.2022.109664zbMath1495.62037OpenAlexW4292973814MaRDI QIDQ2081779

Katarzyna Budny

Publication date: 30 September 2022

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

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109664

zbMATH Keywords

Mahalanobis distancemultivariate kurtosissingular covariance matrixconcentration probability inequality

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

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