On a measure of multivariate skewness and a test for multivariate normality

DOI10.1007/BF02481051zbMath0515.62054MaRDI QIDQ1052019

Takafumi Isogai

Publication date: 1982

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

kernel functiondensity estimatortesting multivariate normalitygeneralization of Pearson measure of skewnesssample mode

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Hypothesis testing in multivariate analysis (62H15)

Related Items (11)

A family of estimators for multivariate kurtosis in a nonnormal linear regression model ⋮ Family of mean-mixtures of multivariate normal distributions: properties, inference and assessment of multivariate skewness ⋮ An Appraisal and Bibliography of Tests for Multivariate Normality ⋮ Distributionally robust chance constraint with unimodality-skewness information and conic reformulation ⋮ Are You All Normal? It Depends! ⋮ Multivariate measures of skewness for the skew-normal distribution ⋮ Diagnosis and impacts of non-Gaussianity of innovations in data assimilation ⋮ A New Graphical Test for Multivariate Normality ⋮ On multivariate skewness and kurtosis ⋮ A new distance based measure of asymmetry ⋮ Invariant tests for multivariate normality: A critical review

Cites Work

• Estimation of a multivariate density
• Measures of multivariate skewness and kurtosis with applications
• On Estimation of a Probability Density Function and Mode
• Unnamed Item

This page was built for publication: On a measure of multivariate skewness and a test for multivariate normality