Measures of multivariate skewness and kurtosis in high-dimensional framework

• Koizumi Kazuyuki

• Sumikawa Takuma

• Pavlenko Tatjana

Journal

• SUT Journal of Mathematics

  SUT Journal of Mathematics 50 (2), 483-511, 2014

  Tokyo University of Science

Keywords

• Multivariate skewness
• Multivariate kurtosis
• Normality test
• Covariance structure approximation
• Block diagonal matrix
• AIC

Details

• CRID: 1390290699787545344
• NII Article ID: 120006397903
• NII Book ID: AA1075431X
• DOI: 10.20604/00000838
• NDL BIB ID: 028765698
• ISSN: 09165746
• Web Site: https://tus.repo.nii.ac.jp/records/885
• Web Site: https://ndlsearch.ndl.go.jp/books/R000000004-I028765698
• Text Lang: en
• Data Source:
  • JaLC
  • IRDB
  • NDL
  • CiNii Articles