MVSKTEST: Stata module to test for multivariate skewness and kurtosis

Stanislav Kolenikov ()

Statistical Software Components from Boston College Department of Economics

Abstract: mvsktest performs an (asymptotic) test for multivariate skewness and kurtosis using the results in Mardia (1970). Separate p-values are given for the multivariate skewness and multivariate kurtosis.

Language: Stata
Requires: Stata version 9.0
Keywords: skewness; kurtosis; multivariate distribution (search for similar items in EconPapers)
Date: 2006-02-08
Note: This module may be installed from within Stata by typing "ssc install mvsktest". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/mvsktest.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mvsktest.hlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s456701

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