A Measure of Multivariate Kurtosis with Principal Components

DOI10.1080/03610920701867587zbMath1152.62311OpenAlexW2167151268MaRDI QIDQ3526066

Yosihito Maruyama

Publication date: 24 September 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701867587

zbMATH Keywords

tablescritical valuehigher-order expansionmultivariate kurtosistest of multivariate normality

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Persistence in a two-dimensional moving-habitat model

Cites Work

• On moment conditions for valid formal Edgeworth expansions
• On the validity of the formal Edgeworth expansion
• Asymptotic expansions for the distributions of the sample roots under nonnormality
• Measures of multivariate skewness and kurtosis with applications
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