On Srivastava's multivariate sample skewness and kurtosis under non-normality

Yosihito Maruyama

Statistics & Probability Letters, 2007, vol. 77, issue 3, 335-342

Abstract: This paper is concerned with asymptotic behavior of sample skewness and kurtosis. The asymptotic expansions under non-normality are obtained for the sample measures of multivariate skewness and kurtosis defined by Srivastava [1984. A measure of skewness and kurtosis and a graphical method for assessing multivariate normality, Statist. Probab. Lett. 2, 263-267.].

Keywords: Asymptotic; expansion; Moment; Multivariate; kurtosis; Multivariate; skewness; Non-normality; Principle; component (search for similar items in EconPapers)
Date: 2007
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