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MVSKTEST: Stata module to test for multivariate skewness and kurtosis

Author

Listed:
  • Stanislav Kolenikov

    (University of Missouri)

Programming Language

Stata

Abstract

mvsktest 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.

Suggested Citation

  • Stanislav Kolenikov, 2006. "MVSKTEST: Stata module to test for multivariate skewness and kurtosis," Statistical Software Components S456701, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s456701
    Note: This module should be installed from within Stata by typing "ssc install mvsktest". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/m/mvsktest.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/m/mvsktest.hlp
    File Function: help file
    Download Restriction: no
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