Multivariate skewness and Kurtosis for singular distributions

  1. R. Ardanuy 1
  2. J. M. Sánchez 1
  1. 1 Dpto. de Matemática Pura y Aplicada. Univ. de Salamanca
Revista:
Extracta mathematicae

ISSN: 0213-8743

Any de publicació: 1993

Títol de l'exemplar: Keynes

Volum: 8

Número: 2-3

Pàgines: 98-101

Tipus: Article

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Resum

In multivariate analysis it is generally assumed that the observations are normally distributed. It was Mardia ([1] to [5]), who first introduced measures of multivariate skewness and kurtosis; these statistics are affine invariant and can be used for testing multivariate normality. Skewness and kurtosis tests remain among the most powerful, general and easy to implement. In this paper we show some properties of these statistics when population distribution is singular.

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