A Vectorial Notion of Skewness and Its Use in Testing for Multivariate Symmetry

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

zbMATH Keywords

asymptotic distributionsmultivariate skewnesstests for symmetry

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

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

Cites Work

• Limit distributions for measures of multivariate skewness and kurtosis based on projections
• 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

This page was built for publication: A Vectorial Notion of Skewness and Its Use in Testing for Multivariate Symmetry