MVSKTEST: Stata module to test for multivariate skewness and kurtosis
Abstractmvsktest performs an (asymptotic) test for multivariate skewness and kurtosis using the results in Mardia (1970). Separate p-values are given for the multivariate skewness and multivariate kurtosis.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S456701.
Programming language: Stata
Requires: Stata version 9.0
Date of creation: 08 Feb 2006
Date of revision:
Note: This module should be installed from within Stata by typing "ssc install mvsktest". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
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