A note on the asymptotic distribution of mardia's measure of multivariate kurtosis

DOI10.1080/03610928608829197zbMath0611.62054OpenAlexW2112340999MaRDI QIDQ3750807

James A. Koziol

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829197

zbMATH Keywords

asymptotic propertiesmultivariate normalitygoodness of fitcentered Gaussian processMardia's measure of multivariate kurtosisgeneralized Mahalanobis distance

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (5)

On Srivastava's multivariate sample skewness and kurtosis under non-normality ⋮ A new large sample goodness of fit test for multivariate normality based on chi squared probability plots ⋮ On Mardia’s kurtosis test for multivariate normality ⋮ Consistency of some tests for multivariate normality ⋮ Invariant tests for multivariate normality: A critical review

Cites Work

• Weak convergence of the sample distribution function when parameters are estimated
• The null distribution of multivariate kurtosis
• A class of invariant procedures for assessing multivariate normality
• Measures of multivariate skewness and kurtosis with applications

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