IDEAS home Printed from https://ideas.repec.org/a/bla/jorssc/v29y1980i1p85-87.html
   My bibliography  Save this article

Marginal Skewness and Kurtosis in Testing Multivariate Normality

Author

Listed:
  • N. J. H. Small

Abstract

A method is suggested by which marginal third‐ or fourth‐order moments may be combined to produce a statistic to test for multivariate normality.

Suggested Citation

  • N. J. H. Small, 1980. "Marginal Skewness and Kurtosis in Testing Multivariate Normality," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 29(1), pages 85-87, March.
    • Handle: RePEc:bla:jorssc:v:29:y:1980:i:1:p:85-87
    DOI: 10.2307/2346414
    as

    Download full text from publisher

    File URL: https://doi.org/10.2307/2346414
    Download Restriction: no
    File URL: https://libkey.io/10.2307/2346414?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. repec:exl:29stat:v:20:y:2019:i:3:p:1-30 is not listed on IDEAS
    2. Eric Jondeau & Michael Rockinger, 2006. "Optimal Portfolio Allocation under Higher Moments," European Financial Management, European Financial Management Association, vol. 12(1), pages 29-55, January.
    3. Yanan Song & Xuejing Zhao, 2021. "Normality Testing of High-Dimensional Data Based on Principle Component and Jarque–Bera Statistics," Stats, MDPI, vol. 4(1), pages 1-12, March.
    4. Chowdhury, Joydeep & Dutta, Subhajit & Arellano-Valle, Reinaldo B. & Genton, Marc G., 2022. "Sub-dimensional Mardia measures of multivariate skewness and kurtosis," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
    5. Verma Vivek & Nath Dilip C., 2019. "Characterization Of The Sum Of Binomial Random Variables Under Ranked Set Sampling," Statistics in Transition New Series, Polish Statistical Association, vol. 20(3), pages 1-29, September.
    6. Bogdan, Malgorzata, 1999. "Data Driven Smooth Tests for Bivariate Normality," Journal of Multivariate Analysis, Elsevier, vol. 68(1), pages 26-53, January.
    7. Vivek Verma & Dilip C. Nath, 2019. "Characterization Of The Sum Of Binomial Random Variables Under Ranked Set Sampling," Statistics in Transition New Series, Polish Statistical Association, vol. 20(3), pages 1-29, September.
    8. Jurgen A. Doornik & Henrik Hansen, 2008. "An Omnibus Test for Univariate and Multivariate Normality," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 927-939, December.
    9. Justel, Ana & Peña, Daniel & Zamar, Rubén, 1997. "A multivariate Kolmogorov-Smirnov test of goodness of fit," Statistics & Probability Letters, Elsevier, vol. 35(3), pages 251-259, October.
    10. Ming Zhou & Yongzhao Shao, 2014. "A powerful test for multivariate normality," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(2), pages 351-363, February.
    11. Liang, Jiajuan & Tang, Man-Lai & Chan, Ping Shing, 2009. "A generalized Shapiro-Wilk W statistic for testing high-dimensional normality," Computational Statistics & Data Analysis, Elsevier, vol. 53(11), pages 3883-3891, September.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jorssc:v:29:y:1980:i:1:p:85-87. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/rssssea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.