On Mardia’s kurtosis test for multivariate normality

DOI10.1080/03610929408831303zbMath0825.62136OpenAlexW1970826483MaRDI QIDQ4843781

Norbert Henze

Publication date: 17 August 1995

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

Full work available at URL: https://doi.org/10.1080/03610929408831303

zbMATH Keywords

consistencynormal mixturesmultivariate kurtosiselliptically symmetric distributionstest for multivariate normality

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites Work

• Limit distributions for measures of multivariate skewness and kurtosis based on projections
• Detection of multivariate normal outliers
• Limit distributions for Mardia's measure of multivariate skewness
• The non-singularity of generalized sample covariance matrices
• The null distribution of multivariate kurtosis
• A note on the asymptotic distribution of mardia's measure of multivariate kurtosis
• A class of invariant consistent tests for multivariate normality
• On classical tests of normality
• Measures of multivariate skewness and kurtosis with applications

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