Characterizing parameters of multivariate elliptical distributions*

DOI10.1080/03610918708812584zbMath0655.62056OpenAlexW1990835738MaRDI QIDQ3802427

Peter M. Bentler, Maria Berkane

Publication date: 1987

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918708812584

zbMATH Keywords

second momentscontaminated normal distributionmultivariate elliptical distributionscentered multivariate product momentscoefficient of multivariate kurtosis

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characteristic functions; other transforms (60E10)

Related Items (3)

Mardia's coefficient of kurtosis in elliptical populations ⋮ On Mardia's and Song's measures of kurtosis in elliptical distributions ⋮ Measurement error models with nonconstant covariance matrices

Cites Work

• Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
• Moments of elliptically distributed random variates
• Robustness and efficiency properties of scatter matrices
• Measures of multivariate skewness and kurtosis with applications

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