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Measures of multivariate skewness and kurtosis for tests of nonnormality

✍ Scribed by H. Lütkepohl; B. Theilen


Book ID
112939390
Publisher
Springer-Verlag
Year
1991
Tongue
English
Weight
554 KB
Volume
32
Category
Article
ISSN
0932-5026

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A Treatment of Multivariate Skewness, Ku
✍ Bernhard Klar 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 192 KB

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