Mskekur is a Matlab script for Statistics and Probability scripts design by Antonio Trujillo-Ortiz.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris. Mskekur - Mardia's multivariate skewness and kurtosis coefficients and its hypotheses testing.
Publisher review: Mskekur - Mardia's multivariate skewness and kurtosis coefficients and its hypotheses testing. Calculates the Mardia's multivariate skewness and kurtosis coefficients as well as their corresponding statistical tests. For large sample size the multivariate skewness is asymptotically distributed as a Chi-square random variable; here it is corrected for small sample size. Likewise, the multivariate kurtosis it is distributed as a unit-normal.Function only needs to input the multivariate data matrix [size of matrix must be n(data)-by-p(variables)] and the significance level (default = 0.05). It outputs a complete statistical analysis table of both multivariate Mardia's skewness and kurtosis. Requirements: ยท MATLAB Release: R11 Operating system: Windows / Linux / Mac OS / BSD / Solaris
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Mskekur script details 
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