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Persistent link: https://www.econbiz.de/10005598085
This paper is concerned with the role some parameters indexing four important families within the multivariate elliptically contoured distributions play as indicators of multivariate kurtosis. The problem is addressed for the exponential power family, for a subclass of the Kotz family and for...
Persistent link: https://www.econbiz.de/10010572290