Mathematics
2 years ago

New method detects hidden skewness and kurtosis in multivariate distributions.

arXiv (Cornell University)
Sub-dimensional Mardia measures of multivariate skewness and kurtosis
Joydeep Chowdhury, Subhajit Dutta, Reinaldo B. Arellano‐Valle, Marc G. Genton

Paper Summary

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The researchers developed new measures to better understand the shape of data distributions. These measures can detect skewness and kurtosis in different parts of the data, not just overall. By looking at the maximum values of these measures, they can pinpoint where the most extreme skewness and kurtosis occur. They also created tests to see if data deviates from a normal distribution. Their tests performed well on both simulated and real data.