Multivariate measures of skewness for the skew-normal distribution

DOI10.1016/J.JMVA.2011.06.017MaRDI QIDQ643295zbMATH OpenOpenAlexFDO

Authors 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

Balakrishnan-Brito-Quiroz measureIsogai measureKollo measureMalkovich-Afifi measureMardia measure of skewnessmultivariate skewnessMóri, Rohatgi and Székely measureskew-normal distributionssong measure of shapeSrivastava measure

Mathematics Subject Classification ID

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

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Cites work

• A Vectorial Notion of Skewness and Its Use in Testing for Multivariate Symmetry
• Concepts and measures for skewness with data‐analytic implications
• Estimation and Testing of Parameters in Multivariate Laplace Distribution
• scientific article; zbMATH DE number 3173999 (Why is no real title available?)
• scientific article; zbMATH DE number 512575 (Why is no real title available?)
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• 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
• Rényi information, loglikelihood and an intrinsic distribution measure
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution

Cited in

(40)

• Limit distributions for Mardia's measure of multivariate skewness
• Skewness for multivariate distributions: Two approaches
• A multivariate skew normal distribution.
• Skewness-based projection pursuit: a computational approach
• Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness
• Generalized skew-elliptical distributions are closed under affine transformations
• Estimation of the parameters of the extended growth curve model under multivariate skew normal distribution
• On multivariate skewness and kurtosis
• Sub-dimensional Mardia measures of multivariate skewness and kurtosis
• A new distance based measure of asymmetry
• Inference in the growth curve model under multivariate skew normal distribution
• Data projections by skewness maximization under scale mixtures of skew-normal vectors
• A stochastic ordering based on the canonical transformation of skew-normal vectors
• A test for multivariate skew-normality based on its canonical form
• 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
• Moments of scale mixtures of skew-normal distributions and their quadratic forms
• Measures of multivariate skewness and kurtosis for tests of nonnormality
• On describing multivariate skewed distributions: A directional approach
• A note on sample measure of multivariate skewness
• Measures of Location of Skew Distributions Obtained Through Box-Cox Transformations
• Kullback-Leibler divergence measure for multivariate skew-normal distributions
• Skew-normal distribution in the multivariate null intercept measurement error model
• On functional measures of skewness
• Joint distributional expansions of maxima and minima from skew-normal samples
• Multivariate models and the first four moments
• scientific article; zbMATH DE number 6470941 (Why is no real title available?)
• Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions
• 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
• Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions
• Canonical transformations of skew-normal variates
• Multivariate measures of skewness and kurtosis for skew-elliptical distributions
• Skewness and kurtosis projection pursuit for the multivariate extended skew-normal and skew-student distributions
• Tensor eigenvectors for projection pursuit
• On a novel skewed generalized t distribution: Properties, estimations, and its applications
• The exact density of the sum of independent skew normal random variables
• A measure of asymmetry for bivariate probability density functions
• Inference and further probabilistic properties of the \(\mathrm{SUN}_{n,2}\)-distribution
• On relative skewness for multivariate distributions

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