Publikationsansicht

A measure of skewness and kurtosis and a graphical method for assessing multivariate normality

Abstract
Using principal components, a measure of skewness and kurtosis is developed for multivariate populations. The sample analogues of these measures are proposed as tests of multivariate normality. Also, a graphical method is presented for assessing multivariate normality.. skewness kurtosis graphical method assessing multivariate normality

Details der Publikation
Download http://www.sciencedirect.com/science/article/B6V1D-48CX38S-15/2/66243df820e3abd301dbebb576ee1050
Archiv RePEc (Germany)
Typ article