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On Srivastava's multivariate sample skewness and kurtosis under non-normality

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  • Maruyama, Yosihito

Abstract

This paper is concerned with asymptotic behavior of sample skewness and kurtosis. The asymptotic expansions under non-normality are obtained for the sample measures of multivariate skewness and kurtosis defined by Srivastava [1984. A measure of skewness and kurtosis and a graphical method for assessing multivariate normality, Statist. Probab. Lett. 2, 263-267.].

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  • Maruyama, Yosihito, 2007. "On Srivastava's multivariate sample skewness and kurtosis under non-normality," Statistics & Probability Letters, Elsevier, vol. 77(3), pages 335-342, February.
    • Handle: RePEc:eee:stapro:v:77:y:2007:i:3:p:335-342
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    1. Srivastava, M. S., 1984. "A measure of skewness and kurtosis and a graphical method for assessing multivariate normality," Statistics & Probability Letters, Elsevier, vol. 2(5), pages 263-267, October.
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