Skewness for multivariate distributions: two approaches
Open Access
- 1 October 1997
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 25 (5) , 1984-1997
- https://doi.org/10.1214/aos/1069362381
Abstract
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.Keywords
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