Results 11 to 20 of about 672,008 (194)
On Multivariate Skewness and Kurtosis [PDF]
Sankhya A, 2021 A unified treatment of all currently available cumulant-based indexes of multivariate skewness and kurtosis is provided here, expressing them in terms of the third and fourth-order cumulant vectors respectively.
Jammalamadaka, Sreenivasa Rao +2 more
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Sub-dimensional Mardia measures of multivariate skewness and kurtosis [PDF]
Journal of Multivariate Analysis, 2022 The Mardia measures of multivariate skewness and kurtosis summarize the respective characteristics of a multivariate distribution with two numbers. However, these measures do not reflect the sub-dimensional features of the distribution.
Chowdhury, Joydeep +3 more
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Tests Based on Kurtosis for Multivariate Normality
Austrian Journal of Statistics, 2019 In this paper, we first transform a multivariate normal random vector into a random vector with elements that are approximately independent standard normal random variables.
Danush Kanchana Wijekularathna +2 more
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A generalized multivariate kurtosis ordering and its applications [PDF]
Journal of Multivariate Analysis, 2012 It has been commonly admitted that the meaning of a descriptive feature of distributions is given by an ordering and that the measures for this feature are meaningful only if they preserve the ordering.
Wang, Jin, Zhou, Weihua
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A Treatment of Multivariate Skewness, Kurtosis, and Related Statistics [PDF]
Journal of Multivariate Analysis, 2002 This paper gives a unified treatment of the limit laws of different measures of multivariate skewness and kurtosis which are related to components of Neyman's smooth test of fit for multivariate normality.
Klar, Bernhard
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Nonparametric multivariate kurtosis and tailweight measures [PDF]
Journal of Nonparametric Statistics, 2005 by NSF Grant DMS-0103698 is gratefully acknowledged. For nonparametric exploration or description of a distribution, the treatment of location, spread, symmetry and skewness is followed by characterization of kurtosis.
Jin Wang, Robert Serfling
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COMPARISON OF ULTRASOUND IMAGE FILTERING METHODS BY MEANS OF MULTIVARIABLE KURTOSIS
Image Analysis and Stereology, 2017 Comparison of the quality of despeckled US medical images is complicated because there is no image of a human body that would be free of speckles and could serve as a reference.
Mariusz Nieniewski, Paweł Zajączkowski
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Multivariate skewness and kurtosis measures with an application in ICA [PDF]
Journal of Multivariate Analysis, 2008 In this paper skewness and kurtosis characteristics of a multivariate p-dimensional distribution are introduced. The skewness measure is defined as a p-vector while the kurtosis is characterized by a p×p-matrix.
Kollo, Tõnu
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Multivariate Skewness and Kurtosis [PDF]
, 1983 13 pages, 1 article*Multivariate Skewness and Kurtosis* (Schwager, Steven J.) 13 ...
Cornell University. Dept. of Biological Statistics and Computational Biology. +3 more
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Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions
Risks, 2020 This paper develops an approach based on Gram–Charlier-like expansions for modeling financial series to take in due account features such as leptokurtosis. A Gram–Charlier-like expansion adjusts the moments of interest of a given distribution via its own
Maria Grazia Zoia +2 more
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