A Measure of Multivariate Kurtosis with Principal Components
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Cites work
- Asymptotic expansions for the distributions of the sample roots under nonnormality
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- scientific article; zbMATH DE number 3305599 (Why is no real title available?)
- Measures of multivariate skewness and kurtosis with applications
- On moment conditions for valid formal Edgeworth expansions
- On the validity of the formal Edgeworth expansion
Cited in
(5)- Multivariate kurtosis in \(L_ 1\)-sense
- Assessing the effect of kurtosis deviations from Gaussianity on conditional distributions
- A new kurtosis matrix, with statistical applications
- Asymptotic distribution of multivariate sample measure of kurtosis for assessing normality
- Persistence in a two-dimensional moving-habitat model
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