Skewness for multivariate distributions:: Two approaches

• 成果类型: Article
• 署名作者: Avérous, J; Meste, M
• 署名单位: Universite de Toulouse; Universite Toulouse III - Paul Sabatier
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1997
• 页码: 1984-1997
• 关键词: kurtosis; normality

摘要

This paper presents two approaches for qualitative, quantitative and comparative concepts of skewness to be defined with respect to the spatial median for multivariate distributions. They extend the known quantile-based notions defined for real distributions. The main tool for such extensions consists of a family of central parts that provide suitable generalizations of the real interquantile intervals.