IDEAS home Printed from

MVSKTEST: Stata module to test for multivariate skewness and kurtosis


  • Stanislav Kolenikov

    () (University of Missouri)


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". Windows users should not attempt to download these files with a web browser.

    Download full text from publisher

    File URL:
    File Function: program code
    Download Restriction: no

    File URL:
    File Function: help file
    Download Restriction: no

    More about this item


    skewness; kurtosis; multivariate distribution;


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s456701. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.