On the distributions of multivariate sample skewness

DOI10.1016/J.JSPI.2010.03.003MaRDI QIDQ984633zbMATH OpenOpenAlexFDO

Authors Naoya Okamoto, Takashi Seo

Publication date 20 July 2010

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2010.03.003

zbMATH Keywords

multivariate normal distributionasymptotic distributionapproximate \(\chi ^{2}\) test statistic

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Monte Carlo methods (65C05) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 3538654 (Why is no real title available?)
• scientific article; zbMATH DE number 6194022 (Why is no real title available?)
• An analysis of variance test for normality (complete samples)
• Measures of multivariate skewness and kurtosis with applications
• On assessing multivariate normality based on Shapiro-Wilk W statistic
• Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W

Cited in

(14)

• Extensions of Pearson's inequality between skewness and kurtosis to multivariate cases
• Two statistics for testing for multivariate normality
• Measures of Location of Skew Distributions Obtained Through Box-Cox Transformations
• Estimation of multivariate 3rd moment for high-dimensional data and its application for testing multivariate normality
• Estimating \(p\)-values for Mardia's coefficients of multivariate skewness and kurtosis
• scientific article; zbMATH DE number 5224905 (Why is no real title available?)
• On the asymptotic normality of test statistics using Song's kurtosis
• A note on sample measure of multivariate skewness
• Multivariate measures of skewness for the skew-normal distribution
• On relative skewness for multivariate distributions
• A Vectorial Notion of Skewness and Its Use in Testing for Multivariate Symmetry
• Asymptotic distribution of multivariate sample measure of kurtosis for assessing normality
• scientific article; zbMATH DE number 2147954 (Why is no real title available?)
• On Srivastava's multivariate sample skewness and kurtosis under non-normality

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