Measures of Multivariate Skewness and Kurtosis with Principal Components

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 2007Publisher:Japanese Society of Applied StatisticsJournal:Japanese journal of applied statistics, volume 36, pages 139-145 (issn: 0285-0370, eissn: 1883-8081,

Copyright policy )

Authors: Maruyama, Yosihito;

doi: 10.5023/jappstat.36.139

Measures of Multivariate Skewness and Kurtosis with Principal Components

- Summary
- Subjects
- Metrics

Abstract

正規性の検定に利用される多変量標本歪度・尖度として,Mardia型とSrivastava型の比較を考察した.古くから良く知られている前者に対し,後者に関してはこれまであまり深く研究されていない.本稿では,非正規性の下での後者の理論的な評価を漸近展開の形で与えた.また,両者の数値的な比較についてシミュレーションを行い検証した.

Related Organizations

Osaka Metropolitan University
Japan

Keywords

asymptotic expansion, non-normality, moment

Impact byBIP!

	selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	1
	popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.	Average
	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Average
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Average

Found an issue? Give us feedback

1

Average

bronze

Fields of Science

Fields of Science