Multivariate measures of skewness for the skew-normal distribution

DOI10.1016/j.jmva.2011.06.017zbMath1226.60020OpenAlexW1979947080MaRDI QIDQ643295

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

skew-normal distributionsmultivariate skewnessBalakrishnan-Brito-Quiroz measureIsogai measureKollo measureMalkovich-Afifi measureMardia measure of skewnessMóri, Rohatgi and Székely measuresong measure of shapeSrivastava measure

Mathematics Subject Classification ID

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

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• The multivariate skew-normal distribution
• Concepts and measures for skewness with data‐analytic implications
• A Vectorial Notion of Skewness and Its Use in Testing for Multivariate Symmetry
• Measures of multivariate skewness and kurtosis with applications
• Rényi information, loglikelihood and an intrinsic distribution measure
• Moments of skew-normal random vectors and their quadratic forms

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