{"id":"W2097494622","doi":"10.1046/j.0305-9049.2003.00085.x","title":"Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models*","year":2003,"lang":"en","type":"article","venue":"Oxford Bulletin of Economics and Statistics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":58,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université Laval; Université de Montréal","funders":"Natural Sciences and Engineering Research Council of Canada; Social Sciences and Humanities Research Council of Canada; Canada Council for the Arts; Université de Montréal; Mitacs; Killam Trusts; Technische Universität Dresden","keywords":"Kurtosis; Multivariate statistics; Mathematics; Multivariate normal distribution; Econometrics; Statistics; Skewness; Nuisance parameter; Normal-Wishart distribution","routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007007498,0.000180889,0.0005838613,0.0001611091,0.00009531886,0.00003027916,0.00009318539,0.0001039786,0.000006983556],"category_scores_gemma":[0.0002535896,0.0001941135,0.0000333663,0.00009109582,0.00005777239,0.00007004341,0.00004658099,0.0000939626,0.0000010289],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00004555947,"about_ca_system_score_gemma":0.00003588808,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001624079,"about_ca_topic_score_gemma":0.0004506866,"domain_scores_codex":[0.9984486,0.00001754654,0.0008449324,0.0004279779,0.00001918948,0.000241771],"domain_scores_gemma":[0.9987499,0.000308471,0.0005329837,0.0002383041,0.00007937863,0.00009103464],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0002114652,0.00018555,0.06744136,0.0002387034,0.00003774224,4.102293e-7,0.0007439297,0.02764822,0.00003231043,0.8977666,0.00004423306,0.005649487],"study_design_scores_gemma":[0.002362501,0.0003253041,0.05363574,0.0001284848,0.00002961158,0.000002213352,0.0001961434,0.748426,0.0001583244,0.1757939,0.01840671,0.000535089],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4887401,0.0001661731,0.5085642,0.0001196116,0.00005179003,0.0004940283,0.001272961,0.000005007631,0.0005860985],"genre_scores_gemma":[0.8184255,0.0006600009,0.1807233,0.00003460181,0.00001126374,0.00005917673,0.00002641014,0.00002209658,0.00003764448],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.7219727,"threshold_uncertainty_score":0.7915719,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04552561585557553,"score_gpt":0.2636412218626133,"score_spread":0.2181156060070378,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}