Mardia (1970) defined a measure of multivariate kurtosis and derived its asymptotic distributionfor samples from a multivariate normal population. Some new results on elliptical distributions areused to extend Mardia&...Mardia (1970) defined a measure of multivariate kurtosis and derived its asymptotic distributionfor samples from a multivariate normal population. Some new results on elliptical distributions areused to extend Mardia's results to samples from an elliptical distribution. These results provide amethod for testing hypotheses on the kurtosis parameter of elliptical distributions. An appendixprovides extensions of Kendall and Stuart's (1977) standard errors of bivariate moments to the thirdand fourth order.展开更多
基金This research was supported by grant DA01070 from the U. S Public Health Servies. Production assistance of Jnlie Speckart is gratefully acknowledged. Requests for reprints should be sent to: P. M. Bentler. Department of Psychology, University of Californ
文摘Mardia (1970) defined a measure of multivariate kurtosis and derived its asymptotic distributionfor samples from a multivariate normal population. Some new results on elliptical distributions areused to extend Mardia's results to samples from an elliptical distribution. These results provide amethod for testing hypotheses on the kurtosis parameter of elliptical distributions. An appendixprovides extensions of Kendall and Stuart's (1977) standard errors of bivariate moments to the thirdand fourth order.
