5 research outputs found
The effect of non-normality on the distribution of sample fourth order cumulant under elliptical populations
On Srivastava's multivariate sample skewness and kurtosis under non-normality
This paper is concerned with asymptotic behavior of sample skewness and kurtosis. The asymptotic expansions under non-normality are obtained for the sample measures of multivariate skewness and kurtosis defined by Srivastava [1984. A measure of skewness and kurtosis and a graphical method for assessing multivariate normality, Statist. Probab. Lett. 2, 263-267.].Asymptotic expansion Moment Multivariate kurtosis Multivariate skewness Non-normality Principle component