Multivariate skewness and Kurtosis for singular distributions

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 kur...

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Veröffentlicht in:	Extracta mathematicae 1993, Vol.8 (2-3), p.98-101
Hauptverfasser:	Sánchez, J. M, Ardanuy Albajar, Ramón
Format:	Artikel
Sprache:	eng ; spa
Schlagworte:	Análisis multivariante Asimetría Curtosis Distribuciones singulares Matrices
Online-Zugang:	Volltext
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