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

DOI10.1016/J.SPL.2006.07.014MaRDI QIDQ871020zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

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

Cited in

(7)

• Extensions of Pearson's inequality between skewness and kurtosis to multivariate cases
• Asymptotic distribution of coefficients of skewness and kurtosis
• A treatment of multivariate skewness, kurtosis, and related statistics.
• Recurrence formula on the joint distribution of sample skewness and kurtosis under normality
• A note on sample measure of multivariate skewness
• 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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