MARDIA’S COEFFICIENT OF KURTOSIS IN ELLIPTICAL POPULATIONS-中国期刊网

摘要 Mardia(1970)definedameasureofmultivariatekurtosisandderiveditsasymptoticdistributionforsamplesfromamultivariatenormalpopulation.SomenewresultsonellipticaldistributionsareusedtoextendMardia’sresultstosamplesfromanellipticaldistribution.Theseresultsprovideamethodfortestinghypothesesonthekurtosisparameterofellipticaldistributions.AnappendixprovidesextensionsofKendallandStuart’s(1977)standarderrorsofbivariatemomentstothethirdandfourthorder.

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MARDIA’S COEFFICIENT OF KURTOSIS IN ELLIPTICAL POPULATIONS

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MARDIA’S COEFFICIENT OF KURTOSIS IN ELLIPTICAL POPULATIONS

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