Moments of elliptically distributed random variates
type: Item
instance of: scholarly article
title: Moments of elliptically distributed random variates
zbMATH Open document ID: 0601.62064
DOI: 10.1016/0167-7152(86)90054-4
published in: Statistics \& Probability Letters
publication date: 1986-01-01T00:00:00Z
review text: This paper presents an inductive method for computing the moments of an elliptically distributed random variate. A sequence of new parameters relating centered higher-order to second moments is introduced. The known kurtosis parameter is shown to be a member of this sequence.
Mathematics Subject Classification ID: 62H05
zbMATH DE Number: 3969902
zbMATH Keywords: elliptical distribution
zbMATH Keywords: centered higher order moments
zbMATH Keywords: characterization
zbMATH Keywords: characteristic function
zbMATH Keywords: inductive method
zbMATH Keywords: elliptically distributed random variate
zbMATH Keywords: sequence of new parameters
zbMATH Keywords: kurtosis parameter
author: Maria Berkane
author: Peter M. Bentler
MaRDI profile type: Publication
full work available at URL: 0167-7152(86)90054-4
OpenAlex ID: W2032144095
cites work: Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
cites work: Q5628978
cites work: Q3219581
description: scientific article; zbMATH DE number 3969902