The asymptotic behavior of a variant of multivariate kurtosis
From MaRDI portal
Publication:4843782
DOI10.1080/03610929408831304zbMath0825.62141OpenAlexW2154852395MaRDI QIDQ4843782
Publication date: 17 August 1995
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929408831304
consistencynormal mixturesmultivariate kurtosiselliptically symmetric distributionstest for multivariate normality
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Cites Work
- Limit distributions for Mardia's measure of multivariate skewness
- The non-singularity of generalized sample covariance matrices
- Distinctness of the eigenvalues of a quadratic form in a multivariate sample
- Approximation Theorems of Mathematical Statistics
- Rao score tests for goodness of fit and independence
- On classical tests of normality
- Measures of multivariate skewness and kurtosis with applications
