Sub-dimensional Mardia measures of multivariate skewness and kurtosis
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Publication:2079626
DOI10.1016/j.jmva.2022.105089MaRDI QIDQ2079626
Marc G. Genton, Reinaldo B. Arellano-Valle, Subhajit Dutta, Joydeep Chowdhury
Publication date: 30 September 2022
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2111.14441
asymptotic distribution; skew-normal distribution; symmetric distribution; skew-\(t\) distribution; multivariate normality test; measures of multivariate skewness and kurtosis
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