Geometric quantile-based measures of multivariate distributional characteristics

Ha-Young Shin and Hee-Seok Oh

Statistics & Probability Letters, 2025, vol. 219, issue C

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 sensible measures of these distributional characteristics and some basic empirical justification for bootstrapped confidence regions.

Keywords: Geometric quantiles; Multivariate kurtosis; Multivariate skewness; Spherical symmetry (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2024.110325

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