IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v19y1994i4p281-284.html
   My bibliography  Save this article

Multivariate kurtosis in L1-sense

Author

Listed:
  • Averous, Jean
  • Meste, Michel

Abstract

The quantile-based approach of univariate kurtosis is extended to multivariate distributions. This extension uses the family of median balls that generalize the interquantile intervals. A spread function is introduced, allowing orderings and measures of kurtosis relative to the spartial median to be defined.

Suggested Citation

  • Averous, Jean & Meste, Michel, 1994. "Multivariate kurtosis in L1-sense," Statistics & Probability Letters, Elsevier, vol. 19(4), pages 281-284, March.
    • Handle: RePEc:eee:stapro:v:19:y:1994:i:4:p:281-284
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0167-7152(94)90177-5
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Wang, Jin, 2009. "A family of kurtosis orderings for multivariate distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 509-517, March.
    2. Wang, Jin & Zhou, Weihua, 2012. "A generalized multivariate kurtosis ordering and its applications," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 169-180.
    3. Jin Wang & Weihua Zhou, 2015. "Effect of kurtosis on efficiency of some multivariate medians," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 27(3), pages 331-348, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:19:y:1994:i:4:p:281-284. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.