Avérous, Jean; Meste, Michel Skewness for multivariate distributions: Two approaches. (English) Zbl 0882.62045 Ann. Stat. 25, No. 5, 1984-1997 (1997). Summary: 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. Cited in 6 Documents MSC: 62H05 Characterization and structure theory for multivariate probability distributions; copulas 60E05 Probability distributions: general theory Keywords:tailweight; interquantile intervals; orderings; skewness; spatial median; central parts × Cite Format Result Cite Review PDF Full Text: DOI