On a measure of multivariate skewness and a test for multivariate normality

descriptionPublicationkeyboard_double_arrow_right Article 01 Dec 1982 English Publisher:Springer Science and Business Media LLCJournal:Annals of the Institute of Statistical Mathematics, volume 34, pages 531-541 (issn: 0020-3157, eissn: 1572-9052,

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Authors: Isogai, Takafumi;

doi: 10.1007/bf02481051

On a measure of multivariate skewness and a test for multivariate normality

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Abstract

We consider an extension of Pearson measure of skewness to a multivariate case and apply the proposed measure to a test of multivariate normality.

Related Organizations

Osaka Metropolitan University
Japan

Keywords

Multivariate analysis, kernel function, density estimator, testing multivariate normality, Hypothesis testing in multivariate analysis, Multivariate distribution of statistics, generalization of Pearson measure of skewness, sample mode

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