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)

Full work available at URL https://doi.org/10.1016/0047-259X(91)90031-V

zbMATH Keywords

Consistencyelliptically symmetric distributionselliptically symmetric nonnormal distributionfourth moment of the marginal distributionGaussian approximationGaussian processesmeasures of multivariate skewnessmultivariate kurtosistest for multivariate normalityunit d-sphereunivariate projectionsweak moment condition

Mathematics Subject Classification ID

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

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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

(30)

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

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