On Srivastava's multivariate sample skewness and kurtosis under non-normality

DOI10.1016/J.SPL.2006.07.014zbMATH Open1106.62019OpenAlexW1979853081MaRDI QIDQ871020FDOQ871020

Yosihito Maruyama

Publication date: 15 March 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.07.014

zbMATH Keywords

asymptotic expansionmomentmultivariate skewnessnon-normalitymultivariate kurtosisprinciple components

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Measures of multivariate skewness and kurtosis with applications
• Limit distributions for Mardia's measure of multivariate skewness
• On Mardia’s kurtosis test for multivariate normality
• Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under non-normality
• Mardia's coefficient of kurtosis in elliptical populations
• The null distribution of multivariate kurtosis
• A note on the asymptotic distribution of mardia's measure of multivariate kurtosis

Cited In (3)

• Extensions of Pearson's inequality between skewness and kurtosis to multivariate cases
• Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics
• Multivariate normality test using Srivastava's skewness and kurtosis

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