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On Mardia’s kurtosis test for multivariate normality
Communications in Statistics - Theory and Methods, 1994Let be independent identically distributed random(d-vectors with mean μ and nonsingular covariance matrix ∑ such that . We show that Mardia’s measure of multivariate kurtosis satisfies with σ2 depending on the distribution of X 1. As a consequence we obtain an approximation to the power function of a commonly proposed test for multivariate normality ...
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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 with applications
Biometrika, 1970SUMMARY Measures of multivariate skewness and kurtosis are developed by extending certain studies on robustness of the t statistic. These measures are shown to possess desirable properties. The asymptotic distributions of the measures for samples from a multivariate normal population are derived and a test of multivariate normality is proposed.
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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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Robust kurtosis projection for multivariate outlier labeling
2015 International Conference on Advanced Computer Science and Information Systems (ICACSIS), 2015Outlier labeling can be considered as an early procedure to get the information of ‘suspects’. This paper introducesrobust kurtosis projection algorithm for multivariate outlier labeling of data set with moderate, high and very high percentage outlier. The algorithm works in two stages.
Dyah E. Herwindiati +2 more
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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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Multivariate skewness and kurtosis
Journal of the Korean Data And Information Science Sociaty, 2018Chong Sun Hong, Jae Hyun Sung
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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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Multivariate Skewness and Kurtosis for Detecting Wormhole Attack in VANETs
2023Souad Ajjaj +3 more
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