Batsidis, Apostolos; Zografos, Konstantinos - In: Journal of Multivariate Analysis 113 (2013) C, pp. 91-105
In a recent paper, Zografos [K. Zografos, On Mardia’s and Song’s measures of kurtosis in elliptical distributions, J. Multivariate Anal. 99 (2008) 858–879] has obtained general formulas for Song’s measure for the elliptic family of distributions, and he introduced and studied its sample...
