  The projection pursuit index defined by a sum of squares of the third and the
fourth sample cumulants is known as the moment index proposed by Jones and
Sibson. Limiting distribution of the maximum of the moment index under the null
hypothesis that the population is multivariate normal is shown to be the
maximum of a Gaussian random field with a finite Karhunen-Loeve expansion. An
approximate formula for tail probability of the maximum, which corresponds to
the p-value, is given by virtue of the tube method through determining Weyl's
invariants of all degrees and the critical radius of the index manifold of the
Gaussian random field.
