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Asymptotic distributions for the sample measures of multivariate kurtosis

Proceedings of the annual meeting of Japanese Society of Computational Statistics, 2009
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A new multivariate kurtosis and its asymptotic distribution

A new multivariate kurtosis and its asymptotic distribution
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Measures of multivariate skewness and kurtosis in high-dimensional framework

Measures of multivariate skewness and kurtosis in high-dimensional framework
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On Multivariate Skewness and Kurtosis

Theory of Probability and Its Applications, 1994
Summary: Let \(X\) be a \(d\)-dimensional standardized random variable \(({\mathbf E}(X) = 0\), \(\text{cov}(X) = 1)\). Then for a multivariate analogue of skewness \(s = {\mathbf E}(\| X \|^ 2 X)\) and kurtosis \(k = {\mathbf E} XX^ T XX^ T - (d + 2)I\) we show that \(\| s\|^ 2 \leq \text{tr }k + 2d\). For infinitely divisible distributions, \(\| s\|^
Tamás F Mori
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Multivariate kurtosis in L1-sense

Statistics & Probability Letters, 1994
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Averous, Jean, Meste, Michel
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A Note on Measures of Multivariate Kurtosis

Biometrical Journal, 1989
AbstractWe propose a measure of multivariate kurtosis suggested from Mardia's measure of multivariate skewness b1,p, and examine its relationship both to Mardia's measure of multivariate kurtosis b2,p, and to a smooth test of multivariate kurtosis Ǔ42.
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