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MULTIVARIATE STATISTICS PACKAGE SYMBOL

MultivariateKurtosis

MultivariateKurtosis[matrix]
gives a multivariate kurtosis coefficient for matrix.

MultivariateKurtosis[matrix] is equivalent to where , =Mean[matrix] and is the estimated population covariance matrix.

For a matrix with p columns, a value of the multivariate kurtosis coefficient close to indicates approximate multinormality.

Multivariate kurtosis for bivariate data:

Needs["MultivariateStatistics`"]

Multivariate kurtosis for bivariate data:

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