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A Treatment of Multivariate Skewness, Kurtosis, and Related Statistics

✍ Scribed by Bernhard Klar

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
192 KB
Volume
83
Category
Article
ISSN
0047-259X

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✦ Synopsis

This paper gives a unified treatment of the limit laws of different measures of multivariate skewness and kurtosis which are related to components of Neyman's smooth test of fit for multivariate normality. The results are also applied to other multivariate statistics which are built up in a similar way as the smooth components. Special emphasis is given to the case that the underlying distribution is elliptically symmetric.

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