Geometric quantile-based measures of multivariate distributional characteristics
Statistics Theory
2024-12-30 v2 Methodology
Statistics Theory
Abstract
Several new geometric quantile-based measures for multivariate dispersion, skewness, kurtosis, and spherical asymmetry are defined. These measures differ from existing measures, which use volumes and are easy to calculate. Some theoretical justification is given, followed by experiments illustrating that they are reasonable measures of these distributional characteristics and computing confidence regions with the desired coverage.
Cite
@article{arxiv.2407.07297,
title = {Geometric quantile-based measures of multivariate distributional characteristics},
author = {Ha-Young Shin and Hee-Seok Oh},
journal= {arXiv preprint arXiv:2407.07297},
year = {2024}
}