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

DOI10.1016/0047-259X(91)90031-VzbMATH Open0728.62023WikidataQ56084023 ScholiaQ56084023MaRDI QIDQ805098FDOQ805098

Authors: Ludwig Baringhaus, Norbert Henze 

Publication date: 1991

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

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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)

Cites Work

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

Cited In (25)

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

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