A study of the effect of kurtosis on discriminant analysis under elliptical populations
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References listed on IDEAS
- Samuel Kotz & Edith Seier, 2009. "An analysis of quantile measures of kurtosis: center and tails," Statistical Papers, Springer, vol. 50(3), pages 553-568, June.
- Cambanis, Stamatis & Huang, Steel & Simons, Gordon, 1981. "On the theory of elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 11(3), pages 368-385, September.
- Oja, Hannu, 1983. "Descriptive statistics for multivariate distributions," Statistics & Probability Letters, Elsevier, vol. 1(6), pages 327-332, October.
- Wang, Jin, 2009. "A family of kurtosis orderings for multivariate distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 509-517, March.
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- Arevalillo, Jorge M. & Navarro, Hilario, 2015. "A note on the direction maximizing skewness in multivariate skew-t vectors," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 328-332.
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KeywordsKurtosis ordering; Elliptically contoured distribution; Bayes error; Discriminant analysis;
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