On the distributions of multivariate sample skewness

DOI10.1016/J.JSPI.2010.03.003zbMATH Open1191.62099OpenAlexW2071020386MaRDI QIDQ984633FDOQ984633

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

Recommendations

• Multivariate normality test using Srivastava's skewness and kurtosis
• Two statistics for testing for multivariate normality
• A multinormality test based on mixture of skewness and kurtosis
• Asymptotic distribution of multivariate sample measure of kurtosis for assessing normality
• A Vectorial Notion of Skewness and Its Use in Testing for Multivariate Symmetry

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)

Cites Work

• Measures of multivariate skewness and kurtosis with applications
• On assessing multivariate normality based on Shapiro-Wilk W statistic
• An analysis of variance test for normality (complete samples)
• Title not available (Why is that?)
• Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
• Title not available (Why is that?)

Cited In (13)

• 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
• Estimating \(p\)-values for Mardia's coefficients of multivariate skewness and kurtosis
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• On Srivastava's multivariate sample skewness and kurtosis under non-normality

This page was built for publication: On the distributions of multivariate sample skewness

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q984633)