Summary
We consider an extension of Pearson measure of skewness to a multivariate case and apply the proposed measure to a test of multivariate normality.
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Isogai, T. On a measure of multivariate skewness and a test for multivariate normality. Ann Inst Stat Math 34, 531–541 (1982). https://doi.org/10.1007/BF02481051
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DOI: https://doi.org/10.1007/BF02481051