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Online ISSN : 1883-8081
Print ISSN : 0285-0370
ISSN-L : 0285-0370
Measures of Multivariate Skewness and Kurtosis with Principal Components
Yosihito Maruyama
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2007 Volume 36 Issue 2-3 Pages 139-145

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Abstract
This paper is concerned with comparison of two types of multivariate sample skewness and kurtosis, which are Mardia-type and Srivastava-type, respectively. Asymptotic expansions under non-normality are obtained for the sample measures of Srivastava-type in order to consider their asymptotic behaviors.
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© By Japanese Society of Applied Statistics
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