Shortcomings of generalized affine invariant skewness measures

DOI10.1006/JMVA.1999.1823zbMath0951.62042OpenAlexW2095573642MaRDI QIDQ1808833

Norbert Henze, Steffen Gutjahr, Martin Folkers

Publication date: 3 January 2001

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1999.1823

zbMATH Keywords

multivariate skewnessaffine invarianceelliptically symmetric distributiontesting for multivariate normality

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05)

Related Items (7)

Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness ⋮ Random orthogonal matrix simulation ⋮ Multivariate skewness and kurtosis measures with an application in ICA ⋮ Goodness-of-fit tests for multivariate Laplace distributions ⋮ Targeting Kollo skewness with random orthogonal matrix simulation ⋮ Invariant tests for multivariate normality: A critical review ⋮ A treatment of multivariate skewness, kurtosis, and related statistics.

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