[R] significance of differences in skew and kurtosis between two groups

[Timothy Bates]

Dear R-users,
I am comparing differences in variance, skew, and kurtosis between two groups.

For variance the comparison is easy: just 

var.test(group1, group2)

I am using agostino.test() for skew, and anscombe.test() for kurtosis. However, I can't  find an equivalent of the F.test or Mood.test for comparing kurtosis or skewness between two samples.

Would the test just be a 1 df test on the difference in Z or F scores returned by the agostino or anscombe? How are the differences distributed: chi2?

Any guidance greatly appreciated.

google and wikipedia return hits for measuring the third and fourth standardized moments, but none I can see for comparing differences on these parameters.

best, tim