Multivariate skewness and kurtosis for singular distributions.

Ardanuy, Ramón, and Sánchez, José Manuel. "Multivariate skewness and kurtosis for singular distributions.." Extracta Mathematicae 8.2-3 (1993): 98-101. <http://eudml.org/doc/38386>.

@article{Ardanuy1993,
abstract = {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.},
author = {Ardanuy, Ramón, Sánchez, José Manuel},
journal = {Extracta Mathematicae},
keywords = {Análisis multivariante; Matrices; Distribuciones singulares; Asimetría; Curtosis},
language = {eng},
number = {2-3},
pages = {98-101},
title = {Multivariate skewness and kurtosis for singular distributions.},
url = {http://eudml.org/doc/38386},
volume = {8},
year = {1993},
}

TY - JOUR
AU - Ardanuy, Ramón
AU - Sánchez, José Manuel
TI - Multivariate skewness and kurtosis for singular distributions.
JO - Extracta Mathematicae
PY - 1993
VL - 8
IS - 2-3
SP - 98
EP - 101
AB - 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.
LA - eng
KW - Análisis multivariante; Matrices; Distribuciones singulares; Asimetría; Curtosis
UR - http://eudml.org/doc/38386
ER -