Multivariate skewness and Kurtosis for singular distributions
- 1 Dpto. de Matemática Pura y Aplicada. Univ. de Salamanca
ISSN: 0213-8743
Datum der Publikation: 1993
Titel der Ausgabe: Keynes
Ausgabe: 8
Nummer: 2-3
Seiten: 98-101
Art: Artikel
Andere Publikationen in: Extracta mathematicae
Zusammenfassung
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.