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Geometric quantile-based measures of multivariate distributional characteristics

Author

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  • Shin, Ha-Young
  • Oh, Hee-Seok

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.

Suggested Citation

  • Shin, Ha-Young & Oh, Hee-Seok, 2025. "Geometric quantile-based measures of multivariate distributional characteristics," Statistics & Probability Letters, Elsevier, vol. 219(C).
    • Handle: RePEc:eee:stapro:v:219:y:2025:i:c:s0167715224002943
    DOI: 10.1016/j.spl.2024.110325
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