On relative skewness for multivariate distributions
نویسندگان
چکیده
منابع مشابه
On Relative Skewness for Multivariate Distributions
In this paper, we provide a new concept of relative skewness among multivariate distributions, extending to the multivariate case a similar concept in the univariate case. In this case, a random variable Y is said to be more right skewed than a random variable X if there exits an increasing convex transformation which maps X onto Y . Given two random vectors X and Y and an appropriate transform...
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ژورنال
عنوان ژورنال: TEST
سال: 2015
ISSN: 1133-0686,1863-8260
DOI: 10.1007/s11749-015-0436-4