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Distribution of Toxic and Essential Elements in Autopsy Organs of Subjects Living in South-Eastern Poland. [PDF]

open access: yesInt J Mol Sci
Flieger W   +12 more
europepmc   +1 more source
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The Mardia’s Kurtosis of a Multivariate GARCH Model

2022
The Mardia's kurtosis of a random vector with nonsingular covariance matrix and finite fourth-order moments is the fourth moment of the Mahalanobis distance of the random vector from its mean. In particular, the Mardia's kurtosis of a nondegenerate random variable with finite fourth moment coincides with its fourth standardized moment.
Franceschini C., Loperfido N.
openaire   +4 more sources

On Multivariate Skewness and Kurtosis

Theory of Probability and Its Applications, 1994
Summary: Let \(X\) be a \(d\)-dimensional standardized random variable \(({\mathbf E}(X) = 0\), \(\text{cov}(X) = 1)\). Then for a multivariate analogue of skewness \(s = {\mathbf E}(\| X \|^ 2 X)\) and kurtosis \(k = {\mathbf E} XX^ T XX^ T - (d + 2)I\) we show that \(\| s\|^ 2 \leq \text{tr }k + 2d\). For infinitely divisible distributions, \(\| s\|^
Tamás F Móri
exaly   +4 more sources

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