Sub-dimensional Mardia measures of multivariate skewness and kurtosis

DOI10.1016/j.jmva.2022.105089OpenAlexW3216026256MaRDI QIDQ2079626

Reinaldo B. Arellano-Valle, Marc G. Genton, Joydeep Chowdhury, Subhajit Dutta

Publication date: 30 September 2022

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

Full work available at URL: https://arxiv.org/abs/2111.14441

zbMATH Keywords

asymptotic distributionskew-normal distributionsymmetric distributionskew-\(t\) distributionmultivariate normality testmeasures of multivariate skewness and kurtosis

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Uses Software

• R
• AS 84
• sn
• ICS
• mvShapiroTest
• AS 181

Cites Work

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