gives a multivariate kurtosis coefficient for matrix.
- To use MultivariateKurtosis, you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].
- MultivariateKurtosis is a univariate measure of kurtosis for multivariate data.
- MultivariateKurtosis[matrix] is equivalent to where , Mean[matrix], and is the estimated population covariance matrix.
- For a matrix with columns, a value of the multivariate kurtosis coefficient close to indicates approximate multinormality.