Extensions of Pearson’s inequality between skewness and kurtosis to multivariate cases

Haruhiko Ogasawara

Statistics & Probability Letters, 2017, vol. 130, issue C, 12-16

Abstract: An extension of Pearson’s inequality between squared skewness and kurtosis to the case with three possibly distinct variables is obtained. A similar extension to the multivariate analogue of skewness defined by Mardia (1970) is also derived.

Keywords: Multivariate cumulants; Cauchy–Schwarz inequality; Pearson’s inequality; Infinitely divisible (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (4)

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DOI: 10.1016/j.spl.2017.07.003

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