Summary
Some extension of Haldane's multivariate median is carried out by minimization principle of a specified distance function. Then, making use of the median, three types of measures of multivariate skewness are introduced and their asymptotic null distributions are obtained.
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Isogai, T. Some extension of Haldane's multivariate median and its application. Ann Inst Stat Math 37, 289–301 (1985). https://doi.org/10.1007/BF02481098
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DOI: https://doi.org/10.1007/BF02481098