Two Statistics for Testing for Multivariate Normality
研究了Malkovich和Afifi提出的多元偏度和峰度统计量的分布性质，给出了计算其近似百分位数的方法，适用于样本量大于8、维度2至4及更高维的情况，模拟显示样本量25以上近似效果良好。
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.