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.
Publié le : 1997-10-14
Classification:
Skewness,
tailweight,
spatial median,
central parts,
interquantile intervals,
orderings,
62H05,
60E05
@article{1069362381,
author = {Av\'erous, Jean and Meste, Michel},
title = {Skewness for multivariate distributions: two approaches},
journal = {Ann. Statist.},
volume = {25},
number = {6},
year = {1997},
pages = { 1984-1997},
language = {en},
url = {http://dml.mathdoc.fr/item/1069362381}
}
Avérous, Jean; Meste, Michel. Skewness for multivariate distributions: two approaches. Ann. Statist., Tome 25 (1997) no. 6, pp. 1984-1997. http://gdmltest.u-ga.fr/item/1069362381/