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A Note on Measures of Multivariate Kurtosis
Author(s) -
Koziol James A.
Publication year - 1989
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710310517
Subject(s) - kurtosis , multivariate statistics , multivariate analysis , measure (data warehouse) , skewness , mathematics , statistics , multivariate normal distribution , multivariate analysis of variance , econometrics , computer science , data mining
We propose a measure of multivariate kurtosis suggested from Mardia's measure of multivariate skewness b 1 , p , and examine its relationship both to Mardia's measure of multivariate kurtosis b 2 , p , and to a smooth test of multivariate kurtosis Ǔ 4 2 .
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