A Probability Inequality Related to Mardia’s Kurtosis

doi:https://doi.org/10.1007/978-3-319-05014-0_30

Book Chapter10.1007/978-3-319-05014-0_30

A Probability Inequality Related to Mardia’s Kurtosis

Nicola Loperfido-2014-01-01

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Keywords

KurtosisMahalanobis distanceMathematicsMultivariate statisticsMarkov chainMultivariate normal distributionUpper and lower boundsMultivariate random variable

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