Limit distributions for measures of multivariate skewness and kurtosis based on projections

DOI10.1016/0047-259X(91)90031-VzbMath0728.62023WikidataQ56084023 ScholiaQ56084023MaRDI QIDQ805098

Ludwig Baringhaus, Norbert Henze

Publication date: 1991

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Gaussian processesConsistencyGaussian approximationmultivariate kurtosiselliptically symmetric distributionsweak moment conditionelliptically symmetric nonnormal distributionfourth moment of the marginal distributionmeasures of multivariate skewnesstest for multivariate normalityunit d-sphereunivariate projections

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05)

Related Items (19)

Conditional tests for elliptical symmetry ⋮ Limit distributions of multivariate kurtosis and moments under Watson rotational symmetric distributions ⋮ Skewness-based projection pursuit: a computational approach ⋮ On Mardia’s kurtosis test for multivariate normality ⋮ Testing normality in any dimension by Fourier methods in a multivariate Stein equation ⋮ Canonical transformations of skew-normal variates ⋮ Asymptotic theory for the test for multivariate normality by Cox and Small ⋮ A Vectorial Notion of Skewness and Its Use in Testing for Multivariate Symmetry ⋮ Testing for normality in any dimension based on a partial differential equation involving the moment generating function ⋮ A new test of multivariate normality by a double estimation in a characterizing PDE ⋮ Projection pursuit based tests of normality with functional data ⋮ Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics ⋮ On multivariate skewness and kurtosis ⋮ Approximation of the power of kurtosis test for multinormality. ⋮ Permutation tests for reflected symmetry ⋮ Large-sample properties of unsupervised estimation of the linear discriminant using projection pursuit ⋮ A projection NT-type test of elliptical symmetry based on the skewness and kurtosis measures ⋮ Tail probabilities of the maxima of multilinear forms and their applications. ⋮ Invariant tests for multivariate normality: A critical review

Cites Work

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• Limit distributions for Mardia's measure of multivariate skewness
• The non-singularity of generalized sample covariance matrices
• Two statistics for testing for multivariate normality
• Measures of multivariate skewness and kurtosis with applications

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