Moments of elliptically distributed random variates

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.

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Year of publication:	1986
Authors:	Berkane, Maia ; Bentler, P. M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 4.1986, 6, p. 333-335
Publisher:	Elsevier
Subject:	elliptical distribution kurtosis moments

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138093