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A general measure of skewness

✍ Scribed by Magnus Ekström; Sreenivasa Rao Jammalamadaka


Book ID
116890522
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
279 KB
Volume
82
Category
Article
ISSN
0167-7152

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This paper studies the asymptotic behavior of a generalization of Mardia's affine invariant measure of (sample) multivariate skewness. If the underlying distribution is elliptically symmetric, the limiting distribution is a finite sum of weighted independent / 2 -variates, and the weights are determ