Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely

DOI10.1016/S0167-7152(96)00141-1zbMath0902.62060MaRDI QIDQ1380603

Norbert Henze

Publication date: 1 July 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

multivariate skewnessaffine invarianceelliptically symmetric distributionstest for multivariate normality

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Central limit and other weak theorems (60F05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Foundations and philosophical topics in statistics (62A01)

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Cites Work

• Limit distributions for Mardia's measure of multivariate skewness
• Large sample theory for U-statistics and tests of fit
• The non-singularity of generalized sample covariance matrices
• Distinctness of the eigenvalues of a quadratic form in a multivariate sample
• On classical tests of normality
• Measures of multivariate skewness and kurtosis with applications
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