Abstract
It has been commonly admitted that the meaning of a descriptive feature of distributions is given by an ordering and that the measures for this feature are meaningful only if they preserve the ordering. However, while many multivariate kurtosis measures have been introduced, multivariate kurtosis orderings have received relatively little investigation. In this paper, we propose and study a generalized multivariate kurtosis ordering. Under some conditions, this ordering is affine invariant and determines elliptically symmetric distributions within affine equivalence. Some special cases of the generalized ordering provide the kurtosis orderings for various existing multivariate kurtosis measures. Those kurtosis orderings are applied to explore the relationships of the multivariate kurtosis measures. Some other applications of the generalized multivariate kurtosis ordering are also given.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
