Measures of multivariate skewness and kurtosis with applications

DOI10.1093/BIOMET/57.3.519MaRDI QIDQ5617412zbMATH OpenOpenAlexWikidataFDO

Authors Kanti V. Mardia

Publication date 1970

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/57.3.519

Mathematics Subject Classification ID

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

Cited in

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• A test for bivariate normality with applications in microeconometric models
• Finite mixtures, projection pursuit and tensor rank: a triangulation
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• Maximum likelihood methods in treating outliers and symmetrically heavy-tailed distributions for nonlinear structural equation models with missing data
• On the information-based measure of covariance complexity and its application to the evaluation of multivariate linear models
• Two-sample tests and one-way MANOVA for multivariate biomarker data with nondetects
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• Adjustment for measurement error in evaluating diagnostic biomarkers by using an internal reliability sample
• Descriptive statistics for multivariate distributions
• On Simulating Skewed and Cluster-Weighted Data for Studying Performance of Clustering Algorithms
• Singular value decomposition of the third multivariate moment
• The use of isotones for comparing tests of normality against skew normal distributions
• Portfolio selection with commodities under conditional copulas and skew preferences
• Nonparametric multivariate kurtosis and tailweight measures
• Optimal design of accelerated life testing plans for periodical replacement with penalty
• The Asymptotic Covariance Matrix of the Least Squares Estimator in the Stochastic Linear Regression Model: The Case of Elliptically Symmetric Distribution
• Testing normality: a GMM approach
• Testing the hypothesis of normality using multiple small samples
• Rényi information, loglikelihood and an intrinsic distribution measure
• Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models
• The econometrics of mean‐variance efficiency tests: a survey
• On energy tests of normality
• Matrix sketching for supervised classification with imbalanced classes
• Improved confidence regions for a mean vector under general conditions
• A necessary Bayesian nonparametric test for assessing multivariate normality
• A test for additive outliers applicable to long-memory time series
• Maximum likelihood estimation of latent interaction effects with the LMS method
• Power analysis for linear models with spherical errors
• A multivariate version of Ghosh's \(T_{3}\)-plot to detect non-multinormality.
• A note on scale mixtures of skew normal distribution
• Multivariate zero-inflated Bell-Touchard distribution for multivariate counts: an application to COVID-related data
• Identification of inconsistent variates in factor analysis
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• Bayesian and non-Bayesian estimation of four-parameter of bivariate discrete inverse Weibull distribution with applications to model failure times, football and biological data
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• On the canonical form of scale mixtures of skew-normal distributions
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• Permutation based testing on covariance separability
• Surveillance of the covariance matrix of multivariate nonlinear time series
• Small-sample confidence interval estimation of the common mean value of a multivariate normal distribution
• The infinitesimal jackknife with exploratory factor analysis
• Third cumulant for multivariate aggregate claim models
• Some remarks on Koziol's kurtosis
• Robust statistics for test-of-independence and related structural models
• Extensions of Pearson's inequality between skewness and kurtosis to multivariate cases
• On nomenclature for, and the relative merits of, two formulations of skew distributions
• Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
• Anomalous cluster detection in spatiotemporal meteorological fields
• Distance metrics for measuring joint dependence with application to causal inference
• Higher order \(C(\alpha)\) tests with applications to mixture models
• A conversation with Kanti Mardia
• Affine equivariant multivariate rank methods
• Imputation in High-Dimensional Economic Data as Applied to the Agricultural Resource Management Survey
• A CHANCE-CONSTRAINED PORTFOLIO SELECTION PROBLEM UNDER t-DISTRIBUTION
• A robustified Jarque-Bera test for multivariate normality
• Geostatistical simulation of geochemical compositions in the presence of multiple geological units: application to mineral resource evaluation
• Invariant tests for multivariate normality: A critical review
• Some Applications of Läuter's Technique in Tests for Spherical Symmetry
• A study of the effect of kurtosis on discriminant analysis under elliptical populations
• A generalized multivariate kurtosis ordering and its applications
• Quantile forecasting based on a bivariate hysteretic autoregressive model with GARCH errors and time-varying correlations
• Stein's identities and the related topics: an instructive explanation on shrinkage, characterization, normal approximation and goodness-of-fit
• Multivariate skewness and kurtosis measures with an application in ICA
• Testing distributional assumptions using a continuum of moments
• Characterization-based Q--Q plots for testing multinormality
• Matrix exponential GARCH
• A Measure of Multivariate Kurtosis with Principal Components
• On assessing multivariate normality based on Shapiro-Wilk W statistic
• Learning CHARME models with neural networks
• Limiting behavior of the ICF test for normality under Gram-Charlier alternatives
• A treatment of multivariate skewness, kurtosis, and related statistics.
• Testing multivariate normality by simulation
• F-probability plot and its application to multivariate normality
• A test for multivariate normality based on sample entropy and projection pursuit
• Testing and estimation of the index of stability of univariate and bivariate symmetric -stable distributions via modified Greenwood statistic
• Asymptotic Expansions for the Distributions of Maximum and Sum of Quasi-Independent Hotelling'sT²Statistics Under Non Normality
• Testing multinormality based on low-dimensional projection
• Statistical disclosure control for continuous variables using an extended skew-t copula
• A comparison of mean-variance efficiency tests
• Characterizations of multinormality and corresponding tests of fit, including for GARCH models
• SOME ASPECTS OF NON-NORMALITY TESTS IN SYSTEMS OF REGRESSION EQUATIONS
• Some new tests for multivariate normality
• Generalization of the kolmogorov-smirnov goodness-of-fit test, usinggroup invariance
• Testing for normality in any dimension based on a partial differential equation involving the moment generating function
• Testing multivariate uniformity: The distance‐to‐boundary method
• A new test of multivariate normality by a double estimation in a characterizing PDE
• Spatial Shrinkage Via the Product Independent Gaussian Process Prior
• High-dimensional MANOVA under weak conditions
• Finite sample multivariate structural change tests with application to energy demand models
• Agricultural Insurance Ratemaking: Development of a New Premium Principle

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