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

DOI10.1016/j.spl.2006.07.014zbMath1106.62019OpenAlexW1979853081MaRDI QIDQ871020

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 expansionmomentnon-normalitymultivariate skewnessmultivariate kurtosisprinciple components

Mathematics Subject Classification ID

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

Related Items (1)

Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics

Cites Work

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• Mardia's coefficient of kurtosis in elliptical populations
• Limit distributions for Mardia's measure of multivariate skewness
• Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under non-normality
• The null distribution of multivariate kurtosis
• A note on the asymptotic distribution of mardia's measure of multivariate kurtosis
• On Mardia’s kurtosis test for multivariate normality
• Measures of multivariate skewness and kurtosis with applications

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