JSM 2005 - Toronto

Abstract #303781

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 36
Type: Contributed
Date/Time: Sunday, August 7, 2005 : 2:00 PM to 3:50 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #303781
Title: Kurtosis Orderings for Multivariate Distributions and Their Applications
Author(s): Jin Wang*+
Companies: Northern Arizona University
Address: Department of Mathematics and Statistics, Flagstaff, AZ, 86011, United States
Keywords: Ordering ; Kurtosis ; Peakedness ; Tailweight ; Multivariate Distributions
Abstract:

Extending van Zwet's (1964) kurtosis ordering for univariate symmetric distributions, we define and study kurtosis orderings for multivariate distributions. We give interpretation and properties of the orderings and establish order of elliptically symmetric distributions via the orderings. As applications, we investigate performances of well-known multivariate statistics based on the kurtosis orderings.

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