I am performing a Mardia's test to assess the multinormality of a multivariate distribution.
Mardia's test actually perform two tests, one on the skewness and another on the kurtosis, thus yielding two p-values.
Is there a valid way to combine those two p-values into one so that results are easier to share?
I've read about Fisher's method to combine several p-values, but this method assumes independence of the p-values, which is surely not the case here. Is it somehow still valid here?