A measure of skewness and kurtosis and a graphical method for assessing multivariate normality |
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| Authors: | MS Srivastava |
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| Institution: | University of Toronto, Toronto, Canada |
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| 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. |
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| Keywords: | 62H99 62H25 skewness kurtosis graphical method assessing multivariate normality |
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