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This article proposes the elliptical multivariate leptokurtic‐normal (MLN) distribution to fit data with excess kurtosis. The MLN distribution is a multivariate Gram–Charlier expansion of the multivariate normal (MN) distribution and has a closed‐form representation characterized by one additional parameter denoting the excess kurtosis. It is obtained from the elliptical representation of the MN distribution, by reshaping its generating variate with the associated orthogonal polynomials. The strength of this approach for obtaining the MLN distribution lies in its general applicability as it can be applied to any multivariate elliptical law to get a suitable distribution to fit data. Maximum likelihood is discussed as a parameter estimation technique for the MLN distribution. Mixtures of MLN distributions are also proposed for robust model‐based clustering. An EM algorithm is presented to obtain estimates of the mixture parameters. Benchmark real data are used to show the usefulness of mixtures of MLN distributions. The Canadian Journal of Statistics 45: 95–119; 2017 © 2016 Statistical Society of Canada

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In some areas of Estonia, groundwater contains a significant number of natural radionuclides, especially radium isotopes, which may cause radiation protection concern depending on the geological structure of the aquifer. Indeed, the parametric value of 0.1 mSv y⁻¹ for the total indicative dose established by European Directive 98/83/EC, adopted as a limit value in Estonian national legislation, is often exceeded. A Twinning Project between Estonia and Italy was carried out within the framework of the Estonian Transition Facility Programme, sponsored by the European Union. Its aims were to assess the radiological situation of Estonian groundwater and related health consequences. The first step was a study of Estonian aqueducts and the population served by them, and a thorough analysis of the radiological database for drinking water, from which the relevant effective doses for the population were obtained. Particular attention was devoted to doses to children and infants. Correlations between the chemical parameters were investigated, in order to suggest the best possible analytical approach. Lastly, a monitoring strategy, i.e. sampling points and sampling frequencies, was proposed.

This article reviews the nonparametric serial independence tests based on measures of divergence between densities. Among others, the well-known Kullback-Leibler, Hellinger and Tsallis divergences are analyzed. Moreover, the copulabased version of the considered divergence functionals is defined and taken into account. In order to implement serial independence tests based on these divergence functionals, it is necessary to choose a density estimation technique, a way to compute p-values and other settings. Via a wide simulation study, the performance of the serial independence tests arising from the adoption of the divergence functionals with different implementation is compared. Both single-lag and multiple-lag test procedures are investigated in order to find the best solutions in terms of size and power.

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