Descriptive statistics for multivariate distributions |
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| Authors: | Hannu Oja |
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| Affiliation: | Department of Applied Mathematics and Statistics, University of Oulu, SF-90570 Oulu 57, Finland |
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| Abstract: | The purpose of this paper is to study the concepts location, scatter, skewness and kurtosis of multivariate distributions. Measures of these properties are introduced which include some new generalizations of well-known univariate statistics. Previous work is briefly reviewed. |
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| Keywords: | Kurtosis location multinormality multivariate distribution scatter skewness |
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