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|
|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.|
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