On relative skewness for multivariate distributions

• Félix Belzunce ^[1] ; Julio Mulero ^[2] ; José María Ruíz ^[1] ; Alfonso Suárez-Llorens ^[3]
  1. [1] Universidad de Murcia

     Universidad de Murcia

     Murcia, España

     
  2. [2] Universitat d'Alacant

     Universitat d'Alacant

     Alicante, España

     
  3. [3] Universidad de Cádiz

     Universidad de Cádiz

     Cádiz, España

     

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• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 24, Nº. 4, 2015, págs. 813-834
• Idioma: inglés
• DOI: 10.1007/s11749-015-0436-4
• Texto completo no disponible (Saber más ...)
• Resumen

  • 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 exists an increasing convex transformation which maps X onto Y. Given two random vectors X and Y and an appropriate transformation which maps X onto Y, we define a new concept of relative skewness assuming the convexity of this transformation. Properties and applications of this concept are given.