A treatment of multivariate skewness, kurtosis, and related statistics.

DOI10.1006/jmva.2001.2041zbMath1043.62050OpenAlexW1978126187WikidataQ60430085 ScholiaQ60430085MaRDI QIDQ1867139

Bernhard Klar

Publication date: 2 April 2003

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

Full work available at URL: https://semanticscholar.org/paper/55f4f3a32a5d82e31baf9b7e977f21365eb6f465

zbMATH Keywords

multivariate normalitycomponentsmultivariate skewnessmultivariate kurtosisNeyman's smooth testelliptically symmetric distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items

Estimation and Testing of Parameters in Multivariate Laplace Distribution ⋮ Elliptically Symmetric Distributions: A Review of Achieved Results and Open Issues ⋮ A family of estimators for multivariate kurtosis in a nonnormal linear regression model ⋮ Multivariate elliptical truncated moments ⋮ Multivariate truncated moments ⋮ Multivariate skewness and kurtosis measures with an application in ICA ⋮ A Vectorial Notion of Skewness and Its Use in Testing for Multivariate Symmetry ⋮ Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics ⋮ Some remarks on Koziol's kurtosis ⋮ On multivariate skewness and kurtosis ⋮ Modified Jarque-Bera type tests for multivariate normality in a high-dimensional framework

Cites Work

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• Shortcomings of generalized affine invariant skewness measures
• An alternative formulation of Neyman's smooth goodness of fit tests under composite alternatives
• The non-singularity of generalized sample covariance matrices
• Approximation Theorems of Mathematical Statistics
• Rao score tests for goodness of fit and independence
• On classical tests of normality
• On Mardia’s kurtosis test for multivariate normality
• The asymptotic behavior of a variant of multivariate kurtosis
• Measures of multivariate skewness and kurtosis with applications
• Diagnostic smooth tests of fit.

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