Greatest lower bound to the elliptical theory kurtosis parameter
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Publication:3713376
DOI10.1093/biomet/73.1.240zbMath0587.62099OpenAlexW2054693929MaRDI QIDQ3713376
Peter M. Bentler, Maria Berkane
Publication date: 1986
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/73.1.240
kurtosiscovariance structurecontinuous p-variate elliptical distributionreal positive-definite covariance matrix
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (8)
Covariance matrices of quadratic forms in elliptical distributions ⋮ Elliptical multivariate analysis ⋮ A characterization of elliptical distributions and some optimality properties of principal components for functional data ⋮ Elliptical regression operationalized ⋮ Improved estimation of a covariance matrix in an elliptically contoured matrix distribution ⋮ A new moment matching algorithm for sampling from partially specified symmetric distributions ⋮ A new algorithm for latent state estimation in non-linear time series models ⋮ Distribution of kurtoses, with estimators and tests of homogeneity of kurtosis
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