A treatment of multivariate skewness, kurtosis, and related statistics
A treatment of multivariate skewness, kurtosis, and related statistics
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多元偏度、峰度和相关统计的处理
DOI：
10.1006/jmva.2001.2041
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发表时间：
2002
影响因子：
1.6
通讯作者：
B. Klar
中科院分区：
文献类型：
--
作者：
B. Klar
本文给出了与多元正态拟合的Neyman光滑检验分量有关的多元偏度和峰度的不同测度的极限律的统一处理。结果也适用于其他多元统计，这是建立在一个类似的方式作为光滑成分。特别强调的情况下，基本分布是椭圆对称的。
This paper gives a unified treatment of the limit laws of different measures of multivariate skewness and kurtosis which are related to components of Neyman's smooth test of fit for multivariate normality. The results are also applied to other multivariate statistics which are built up in a similar way as the smooth components. Special emphasis is given to the case that the underlying distribution is elliptically symmetric.