Serfling, Robert; Xiao, Peng - In: Journal of Multivariate Analysis 98 (2007) 9, pp. 1765-1781
Multivariate statistical analysis relies heavily on moment assumptions of second order and higher. With increasing interest in heavy-tailed distributions, however, it is desirable to describe dispersion, skewness, and kurtosis under merely first order moment assumptions. Here, the univariate...