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A Note on Measures of Multivariate Kurtosis

✍ Scribed by James A. Koziol

Publisher: John Wiley and Sons
Year: 1989
Tongue: English
Weight: 246 KB
Volume: 31
Category: Article
ISSN: 0323-3847
DOI: 10.1002/bimj.4710310517

No coin nor oath required. For personal study only.

✦ Synopsis

Summu y

w e propose a measure of multivariate kurtosis suggested from Mardia's measure of multivariate skewness bi,P, and examine its relstionehip both to Mardia's measure of multivariate kurtosis bzSp, snd to 8 smooth test of multivariate kurtoeis 0;.

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