A vectorial notion of skewness and its use in testing for
multivariate symmetry.
ABSTRACT:
By modifying the statistic of Malkovich and Afifi (1973), we introduce
a notion of multivariate skewness that provides both a magnitude and an
overall direction for the skewness present in multivariate data. This
notion leads to a test statistic for the null hypothesis of multivariate
symmetry. Under mild assumptions, we find the asymptotic distribution
of the test statistic and evaluate, by simulations, the convergence of the
finite sample size quantiles to their limits, as well as the power of the
statistic against some alternatives.
This is joint work with N.Balakrishnan and M. R. Brito
About the Speaker
Dr. Quiroz is currently visiting McMaster from Simon Bolivar University
in Caracas, Venezuala. He received his Ph.D. from MIT in 1986 under the
direction of Richard M. Dudley and then held a postdoctoral position at Bell
Communications Research for two years. Since then he has worked at
Simon Bolivar Univeristy. His main research interests lie in statistical
applications of empirical processes and methods of graph theory in statistics.
References
A preprint of the paper on which this talk is based is available here
in PDF and postscript
formats. See the references cited in the paper for more information.
