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Marginal Skewness and Kurtosis in Testing Multivariate Normality
Author(s) -
Small N. J. H.
Publication year - 1980
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2346414
Subject(s) - kurtosis , skewness , normality , multivariate statistics , normality test , econometrics , statistics , mathematics , statistical hypothesis testing
S ummary A method is suggested by which marginal third‐ or fourth‐order moments may be combined to produce a statistic to test for multivariate normality.