A measure of skewness and kurtosis and a graphical method for assessing multivariate normality

M. S. Srivastava

Statistics & Probability Letters, 1984, vol. 2, issue 5, 263-267

Abstract: Using principal components, a measure of skewness and kurtosis is developed for multivariate populations. The sample analogues of these measures are proposed as tests of multivariate normality. Also, a graphical method is presented for assessing multivariate normality.

Keywords: skewness; kurtosis; graphical; method; assessing; multivariate; normality (search for similar items in EconPapers)
Date: 1984
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Citations: View citations in EconPapers (26)

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