1 Marginal Skewness and Kurtosis in Testing Multivariate Normality
N. J. H. Small
Journal of the Royal Statistical Society. Series C (Applied Statistics)
Vol. 29, No. 1 (1980), pp. 85-87
(article consists of 3 pages)
Published by:
Blackwell Publishing for the
Royal Statistical Society
Stable URL:
http://www.jstor.org/stable/2346414
2 A Test for Multivariate Normality in Stock Returns
Matthew Richardson and Tom Smith
The Journal of Business
Vol. 66, No. 2 (Apr., 1993), pp. 295-321
(article consists of 27 pages)
Published by:
The University of Chicago Press
Stable URL:
http://www.jstor.org/stable/2353314