Title: Characterizing parameters of multivariate elliptical distributions<sup>*</sup>
Abstract: This paper defines new parameters characterizing multivariate elliptical distributions. Mardia's coefficient of multivariate kurtosis is shown to be essentially one of these parameters. A simple relation is established between centered multivariate product moments and second moments of the variables. The general results are verified on the contaminated normal distribution as an example.
Publication Year: 1987
Publication Date: 1987-01-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 12
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