The null distribution of multivariate kurtosis

DOI10.1080/03610918308812343MaRDI QIDQ3670374zbMATH OpenOpenAlexFDO

Authors

Publication date 1983

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918308812343

zbMATH Keywords

chi square approximationnormal approximationnull distribution of multivariate kurtosissimulated percentage pointsthird moment

Mathematics Subject Classification ID

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

Cites work

• Computing in statistical science through APL
• Measures of multivariate skewness and kurtosis with applications
• On the effects of moderate multivariate nonnormality on Wilks's likelihood ratio criterion
• On the moments of traces of two matrices in multivariate analysis
• On the Mutual Independence of Certain Statistics

Cited in

(8)

• A measure of multivariate kurtosis for the identification of the dynamics of a N-dimensional market
• Invariant tests for multivariate normality: A critical review
• A note on the asymptotic distribution of mardia's measure of multivariate kurtosis
• Families of neighbour designs and their analysis
• Properties of two tests for outliers in multivariate data
• On Mardia’s kurtosis test for multivariate normality
• Multivariate normality test using normalizing transformation for Mardia’s multivariate kurtosis
• On Srivastava's multivariate sample skewness and kurtosis under non-normality

Describes a project that uses

Uses Software

• APL

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