The Mardia-Test for Multivariate Normality, Skewness, and Kurtosis: Tables by K. V. Mardia
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.
KeywordsCovariance 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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© Springer-Verlag New York Inc. 1983