MultivariateStatistics`
MultivariateStatistics`
MultivariateKurtosis
MultivariateKurtosis[matrix]
gives a multivariate kurtosis coefficient for matrix.
Details and Options
- 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 matrix={x1,x2,…,xn}, 
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.
Examples
Wolfram Research (2007), MultivariateKurtosis, Wolfram Language function, https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateKurtosis.html.
Text
Wolfram Research (2007), MultivariateKurtosis, Wolfram Language function, https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateKurtosis.html.
CMS
Wolfram Language. 2007. "MultivariateKurtosis." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateKurtosis.html.
APA
Wolfram Language. (2007). MultivariateKurtosis. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateKurtosis.html