On Mardia's and Song's measures of kurtosis in elliptical distributions

DOI10.1016/j.jmva.2007.05.001zbMath1133.62329OpenAlexW1974736913MaRDI QIDQ2482132

Yanyan Li

Publication date: 16 April 2008

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2007.05.001

zbMATH Keywords

Shannon entropyRényi entropyelliptically contoured distributionsMardia's measure of kurtosisSong's measure of kurtosis

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistical aspects of information-theoretic topics (62B10)

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