Moments of elliptically distributed random variates

Maia Berkane and P. M. Bentler

Statistics & Probability Letters, 1986, vol. 4, issue 6, 333-335

Abstract: This paper presents an inductive method for computing the moments of an elliptically distributed random variate. A sequence of new parameters relating higher-order to second moments is introduced. The known kurtosis parameter is shown to be a member of this sequence.

Keywords: elliptical; distribution; kurtosis; moments (search for similar items in EconPapers)
Date: 1986
References: Add references at CitEc
Citations: View citations in EconPapers (16)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(86)90054-4
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:4:y:1986:i:6:p:333-335

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().