A Vectorial Notion of Skewness and Its Use in Testing for Multivariate Symmetry
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Publication:5421533
DOI10.1080/03610920601126225zbMath1315.62052OpenAlexW2068876973MaRDI QIDQ5421533
Adolfo J. Quiroz, Narayanaswamy Balakrishnan, María Rosa Brito
Publication date: 24 October 2007
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920601126225
Related Items (5)
Family of mean-mixtures of multivariate normal distributions: properties, inference and assessment of multivariate skewness ⋮ Multivariate measures of skewness for the skew-normal distribution ⋮ The joint distribution of Studentized residuals under elliptical distributions ⋮ On multivariate skewness and kurtosis ⋮ Targeting Kollo skewness with random orthogonal matrix simulation
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- Median balls: An extension of the interquantile intervals to multivariate distributions
- A treatment of multivariate skewness, kurtosis, and related statistics.
- Weak convergence and empirical processes. With applications to statistics
- The non-singularity of generalized sample covariance matrices
- Distinctness of the eigenvalues of a quadratic form in a multivariate sample
- On a Geometric Notion of Quantiles for Multivariate Data
- Measures of multivariate skewness and kurtosis with applications
- Convergence of stochastic processes
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