Shortcomings of Generalized Affine Invar
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Steffen Gutjahr; Norbert Henze; Martin Folkers
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Article
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1999
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Elsevier Science
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English
β 174 KB
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