Multivariate measures of skewness for the skew-normal distribution

DOI10.1016/j.jmva.2011.06.017zbMath1226.60020OpenAlexW1979947080MaRDI QIDQ643295

Bruno Scarpa, Narayanaswamy Balakrishnan

Publication date: 28 October 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.06.017

zbMATH Keywords

skew-normal distributionsmultivariate skewnessBalakrishnan-Brito-Quiroz measureIsogai measureKollo measureMalkovich-Afifi measureMardia measure of skewnessMóri, Rohatgi and Székely measuresong measure of shapeSrivastava measure

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items

Joint distributional expansions of maxima and minima from skew-normal samples, Skewness-based projection pursuit: a computational approach, Family of mean-mixtures of multivariate normal distributions: properties, inference and assessment of multivariate skewness, Distributionally robust scheduling algorithms for total flow time minimization on parallel machines using norm regularizations, Inference in the growth curve model under multivariate skew normal distribution, Inference and further probabilistic properties of the \(\mathrm{SUN}_{n,2}\)-distribution, Bootstrap inference on the Behrens–Fisher-type problem for the skew-normal population under dependent samples, Bootstrap approaches for homogeneous test of location parameters under skew-normal settings, Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness, Generalized skew-elliptical distributions are closed under affine transformations, Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions, Data projections by skewness maximization under scale mixtures of skew-normal vectors, Moments of scale mixtures of skew-normal distributions and their quadratic forms, A test for multivariate skew-normality based on its canonical form, Estimation of the parameters of the extended growth curve model under multivariate skew normal distribution, A stochastic ordering based on the canonical transformation of skew-normal vectors, The exact density of the sum of independent skew normal random variables, On multivariate skewness and kurtosis, A new distance based measure of asymmetry, Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions

Cites Work

• Unnamed Item
• Unnamed Item
• Multivariate skewness and kurtosis measures with an application in ICA
• On a measure of multivariate skewness and a test for multivariate normality
• On Mardia's and Song's measures of kurtosis in elliptical distributions
• Estimation and Testing of Parameters in Multivariate Laplace Distribution
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• Concepts and measures for skewness with data‐analytic implications
• A Vectorial Notion of Skewness and Its Use in Testing for Multivariate Symmetry
• Measures of multivariate skewness and kurtosis with applications
• Rényi information, loglikelihood and an intrinsic distribution measure
• Moments of skew-normal random vectors and their quadratic forms