Abstract

Malkovich & Afifi (1973) proposed measures of multivariate skewness and kurtosis. In the present paper, distributional properties of the two statistics are examined. A method is given for calculating approximate percentage points of their distributions for all sample sizes greater than 8, for dimensions 2, 3 and 4, and, in principle, for all higher dimensions. The percentage points are derived from appropriate transformations of the asymptotic distributions. A simulation study shows the approximations to be good for sample sizes of 25 and above.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.