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Skewness for multivariate distributions: Two approaches. (English) Zbl 0882.62045

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.

MSC:

62H05 Characterization and structure theory for multivariate probability distributions; copulas
60E05 Probability distributions: general theory
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