Multivariate measures of skewness for the skew-normal distribution.

N. Balakrishnan Bruno Scarpa

Published in: J. Multivar. Anal. (2012)

Keyphrases

normal distribution
standard deviation
random variables
distribution free
covariance matrix
probability distribution
statistical tests
probability density function
data mining
lead time
gaussian distribution
portfolio selection
neural network
search engine
regression model