Measures of multivariate skewness and kurtosis for tests of nonnormality

DOI10.1007/BF02925492zbMath0727.62061MaRDI QIDQ3349799

Bernd Theilen, Helmut Lütkepohl

Publication date: 1991

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

time serieskurtosispower propertiesMeasures of multivariate skewnesssmall sample critical valuesstandardized sample vectorstests for nonnormality

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items

Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes, Testing multivariate distributions in GARCH models, Assessing Normality of High-Dimensional Data, Estimation of finite population kurtosis under two-phase sampling for nonresponse, Tests for skewness and kurtosis in the one-way error component model, Using principal components to test normality of high-dimensional data

Cites Work

• On using influence functions for testing multivariate normality
• A consistent test for multivariate normality based on the empirical characteristic function
• Goodness-of-fit tests for correlated data
• Tests for departure from normality: Comparison of powers
• A Test for Normality of Observations and Regression Residuals
• Measures of multivariate skewness and kurtosis with applications
• Linear Statistical Inference and its Applications
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