Shortcomings of generalized affine invariant skewness measures

DOI10.1006/JMVA.1999.1823zbMATH Open0951.62042OpenAlexW2095573642MaRDI QIDQ1808833FDOQ1808833

Authors: Steffen Gutjahr, Norbert Henze, 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

Recommendations

• Limit distributions for Mardia's measure of multivariate skewness
• Limit distributions for measures of multivariate skewness and kurtosis based on projections
• Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely

zbMATH Keywords

affine invariancemultivariate skewnesselliptically 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)

Cites Work

• Approximation Theorems of Mathematical Statistics
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• Limit distributions for Mardia's measure of multivariate skewness
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• The non-singularity of generalized sample covariance matrices
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• Do components of smooth tests of fit have diagnostic properties?
• PROPERLY RESCALED COMPONENTS OF SMOOTH TESTS OF FIT ARE DIAGNOSTIC
• Interpreting the skewness coefficient

Cited In (9)

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

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