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

DOI10.1016/0047-259X(91)90031-VMaRDI QIDQ805098zbMATH OpenWikidataFDO

Authors Ludwig Baringhaus, Norbert Henze

Publication date 1991

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

zbMATH Keywords

Gaussian approximationGaussian processestest for multivariate normalitymultivariate kurtosiselliptically symmetric distributionsConsistencyweak moment conditionelliptically symmetric nonnormal distributionfourth moment of the marginal distributionmeasures of multivariate skewnessunit 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)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3716479 (Why is no real title available?)
• scientific article; zbMATH DE number 3272371 (Why is no real title available?)
• scientific article; zbMATH DE number 3367521 (Why is no real title available?)
• scientific article; zbMATH DE number 3059048 (Why is no real title available?)
• Limit distributions for Mardia's measure of multivariate skewness
• Measures of multivariate skewness and kurtosis with applications
• The non-singularity of generalized sample covariance matrices
• Two statistics for testing for multivariate normality

Cited in

(25)

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

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