Shortcomings of generalized affine invariant skewness measures

DOI10.1006/jmva.1999.1823zbMath0951.62042OpenAlexW2095573642MaRDI QIDQ1808833

Norbert Henze, Steffen Gutjahr, Martin Folkers

Publication date: 3 January 2001

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1999.1823

zbMATH Keywords

multivariate skewnessaffine invarianceelliptically symmetric distributiontesting 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)

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