Multivariate skewness and Kurtosis for singular distributions

R. Ardanuy ^[1] ; J. M. Sánchez ^[1]
1. [1] Dpto. de Matemática Pura y Aplicada. Univ. de Salamanca
Localización: Extracta mathematicae, ISSN-e 0213-8743, Vol. 8, Nº 2-3, 1993 (Ejemplar dedicado a: Keynes), págs. 98-101
Idioma: inglés
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Resumen
- 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.