Multivariate skewness and Kurtosis for singular distributions
- 1 Dpto. de Matemática Pura y Aplicada. Univ. de Salamanca
ISSN: 0213-8743
Année de publication: 1993
Titre de la publication: Keynes
Volumen: 8
Número: 2-3
Pages: 98-101
Type: Article
D'autres publications dans: Extracta mathematicae
Résumé
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.