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Measures of multivariate skewness and kurtosis with applications

MARDIA, K. V.·1970·Biometrika

Abstract

Measures of multivariate skewness and kurtosis are developed by extending certain studies on robustness of the t statistic. These measures are shown to possess desirable properties. The asymptotic distributions of the measures for samples from a multivariate normal population are derived and a test of multivariate normality is proposed. The effect of nonnormality on the size of the one-sample Hotelling's T2 test is studied empirically with the help of these measures, and it is found that Hotelling's T2 test is more sensitive to the measure of skewness than to the measure of kurtosis.

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Metadata

Authors
MARDIA, K. V.
Venue
Biometrika
Published
1970
Volume
57
Issue
3
Pages
519-530
ISSN
  • 0006-3444 (ISSN-L)
  • 1464-3510
OpenAlex
W2000031724
Cited by
4,792
References
1
FWCI
1.39
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Measures of multivariate skewness and kurtosis with applications. https://app.cochat.ai/papers/10.1093/biomet/57.3.519
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MARDIA, K. V. (1970). Measures of multivariate skewness and kurtosis with applications. Biometrika. https://doi.org/10.1093/biomet/57.3.519

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