On Multivariate Skewness and Kurtosis

1994 ◽  
Vol 38 (3) ◽  
pp. 547-551 ◽  
Author(s):  
T. F. Móri ◽  
V. K. Rohatgi ◽  
G. J. Székely
Keyword(s):  
Multivariate Skewness ◽  
Skewness And Kurtosis

scholarly journals Some properties of the unified skew-normal distribution

2021 ◽  
Author(s):  
Reinaldo B. Arellano-Valle ◽  
Adelchi Azzalini
Keyword(s):  
Normal Distribution ◽  
Fourth Order ◽  
Probability Distributions ◽  
Skew Normal Distribution ◽  
Present Contribution ◽  
The Family ◽  
Multivariate Skewness ◽  
Unified Skew Normal Distribution ◽  
Skewness And Kurtosis ◽  
Skew Normal

AbstractFor the family of multivariate probability distributions variously denoted as unified skew-normal, closed skew-normal and other names, a number of properties are already known, but many others are not, even some basic ones. The present contribution aims at filling some of the missing gaps. Specifically, the moments up to the fourth order are obtained, and from here the expressions of the Mardia’s measures of multivariate skewness and kurtosis. Other results concern the property of log-concavity of the distribution, closure with respect to conditioning on intervals, and a possible alternative parameterization.

scholarly journals On Multivariate Skewness and Kurtosis

Sankhya A ◽  
2020 ◽  
Author(s):  
Sreenivasa Rao Jammalamadaka ◽  
Emanuele Taufer ◽  
Gyorgy H. Terdik
Keyword(s):  
Multivariate Skewness ◽  
Skewness And Kurtosis

Measures of multivariate skewness and kurtosis for tests of nonnormality

1991 ◽  
Vol 32 (1) ◽  
pp. 179-193 ◽  
Author(s):  
H. Lütkepohl ◽  
B. Theilen
Keyword(s):  
Multivariate Skewness ◽  
Skewness And Kurtosis
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