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A Measure of Multivariate Kurtosis with Principal Components
Communications in Statistics - Theory and Methods, 2008Srivastava (1984) defined a measure of multivariate kurtosis and derived its asymptotic distribution for samples from a multivariate normal population. Some new results are obtained by generalizing Srivastava's theorem to an asymptotic expansion up to higher order. Finally, two numerical examples are presented.
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Effect of kurtosis on efficiency of some multivariate medians
Journal of Nonparametric Statistics, 2015Up to now, various multivariate medians have been proposed. To support their applications, we study the effect of kurtosis on efficiency of some well-known multivariate medians. Results are established for the coordinatewise median, the spatial median, the Oja median, and their modified versions.
Jin Wang, Weihua Zhou
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Measures of multivariate skewness and kurtosis for tests of nonnormality
Statistical Papers, 1991zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lütkepohl, H., Theilen, B.
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Marginal Skewness and Kurtosis in Testing Multivariate Normality
Applied Statistics, 1980SUMMARY A method is suggested by which marginal third- or fourth-order moments may be combined to produce a statistic to test for multivariate normality.
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Extensions of Pearson’s inequality between skewness and kurtosis to multivariate cases
Statistics & Probability Letters, 2017zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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The Mardia's Kurtosis of a Multivariate GARCH Model
2022Cinzia Franceschini, Nicola Loperfido
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Multivariate skewness and kurtosis
Journal of the Korean Data And Information Science Sociaty, 2018Chong Sun Hong, Jae Hyun Sung
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Multivariate Skewness and Kurtosis for Detecting Wormhole Attack in VANETs
2023Souad Ajjaj +3 more
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Toward more robust and reproducible diffusion kurtosis imaging
Magnetic Resonance in Medicine, 2021Rafael Neto Henriques +2 more
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