MVSKTEST: Stata module to test for multivariate skewness and kurtosis
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.
|Requires:||Stata version 9.0|
|Date of creation:||08 Feb 2006|
|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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|Order Information:||Web: http://repec.org/docs/ssc.php|
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