Estimating \(p\)-values for Mardia's coefficients of multivariate skewness and kurtosis
type: Item
instance of: scholarly article
title: Estimating \(p\)-values for Mardia's coefficients of multivariate skewness and kurtosis
zbMATH Open document ID: 1010.62045
author: Douglas G. Bonett
author: Arthur J. Woodward
author: Robert L. Randall
published in: Computational Statistics
publication date: 2003-02-06T00:00:00Z
review text: This paper deals with a test of multivariate normality based on Mardia's estimates of multivariate skewness \(z_1\) and kurtosis \(z_2\). While the properly normalized statistics \(z_1\) and \(z_2\) asymptotically have a \(\chi^2\) and normal distribution, respectively, Mardia's test does not perform well in small sample cases. A Monte-Carlo method for estimation of the critical p-values for Mardia's \(z_1\) and \(z_2\) statistics is proposed and illustrated.
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 1865443
zbMATH Keywords: multivariate normality
zbMATH Keywords: kurtosis
zbMATH Keywords: skewness
zbMATH Keywords: p-values
MaRDI profile type: Publication
full work available at URL: s001800200094
OpenAlex ID: W2603078039
DOI: 10.1007/S001800200094
description: scientific article; zbMATH DE number 1865443