The Mardia-Test for Multivariate Normality, Skewness, and Kurtosis: Tables by K. V. Mardia

  • Heinz Kres
Part of the Springer Series in Statistics book series (SSS)


The test for multinormality proposed by K. V. MARDIA (1970; 1971) is based on the simultaneous testing for multivariate skewness and multivariate kurtosis.


Covariance Matrix Apply Statistics Testing Normality Test Criterion Monte Carlo Study 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer-Verlag New York Inc. 1983

Authors and Affiliations

  • Heinz Kres

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