Multivariate Symmetry and Asymmetry

Univariate symmetry has interesting and diverse forms of generalization to the multivariate case. Here several leading concepts of multivariate symmetry—spherical, elliptical, central, and angular—are examined and various closely related notions discussed. Methods for testing the hypothesis of symmetry and approaches for measuring the direction and magnitude of skewness are reviewed. Keywords: multivariate; symmetry; skewness; asymmetry

[1]  G. A. Barnard,et al.  Discussion of Professor Bartlett''s paper , 1963 .

[2]  A. Dempster Elements of Continuous Multivariate Analysis , 1969 .

[3]  K. Mardia Measures of multivariate skewness and kurtosis with applications , 1970 .

[4]  W. R. Buckland Multivariate Statistics , 1973, Nature.

[5]  A. Afifi,et al.  On Tests for Multivariate Normality , 1973 .

[6]  P. Smith A nonparametric test for bivariate circular symmetry based on the empirical cdf , 1977 .

[7]  Takeaki Kariya,et al.  Robust Tests for Spherical Symmetry , 1977 .

[8]  Rudolf Beran,et al.  Testing for Ellipsoidal Symmetry of a Multivariate Density , 1979 .

[9]  M. A. Chmielewski,et al.  Elliptically Symmetric Distributions: A Review and Bibliography , 1981 .

[10]  Takafumi Isogai,et al.  On a measure of multivariate skewness and a test for multivariate normality , 1982 .

[11]  R. Muirhead Aspects of Multivariate Statistical Theory , 1982, Wiley Series in Probability and Statistics.

[12]  Stamatis Cambanis,et al.  On α-symmetric multivariate distributions☆ , 1983 .

[13]  G. S. Watson Statistics on Spheres , 1983 .

[14]  H. Oja Descriptive Statistics for Multivariate Distributions , 1983 .

[15]  Statistics on Spheres , 1984 .

[16]  A. Azzalini A class of distributions which includes the normal ones , 1985 .

[17]  H. L. MacGillivray,et al.  Skewness and Asymmetry: Measures and Orderings , 1986 .

[18]  R. Y. Liu On a notion of simplicial depth. , 1988, Proceedings of the National Academy of Sciences of the United States of America.

[19]  S. Kotz,et al.  Symmetric Multivariate and Related Distributions , 1989 .

[20]  Joseph P. Romano Bootstrap and randomization tests of some nonparametric hypotheses , 1989 .

[21]  David K. Blough,et al.  Multivariate symmetry via projection pursuit , 1989 .

[22]  Regina Y. Liu On a Notion of Data Depth Based on Random Simplices , 1990 .

[23]  F. Ruymgaart,et al.  Applications of empirical characteristic functions in some multivariate problems , 1992 .

[24]  Arjun K. Gupta,et al.  Elliptically contoured models in statistics , 1993 .

[25]  S. Rachev,et al.  Testing Multivariate Symmetry , 1995 .

[26]  Yoav Benjamini,et al.  Concepts and measures for skewness with data‐analytic implications , 1996 .

[27]  P. Chaudhuri On a geometric notion of quantiles for multivariate data , 1996 .

[28]  J. Avérous,et al.  Skewness for multivariate distributions: two approaches , 1997 .

[29]  R. Beran,et al.  Multivariate Symmetry Models , 1997 .

[30]  Runze Li,et al.  Some Q-Q Probability Plots to Test Spherical and Elliptical Symmetry , 1997 .

[31]  Fang Kaitai,et al.  A projection NT-type test of elliptical symmetry based on the skewness and kurtosis measures , 1998 .

[32]  P. Szabłowski Uniform Distributions on Spheres in Finite DimensionalL α and Their Generalizations , 1998 .

[33]  Lixing Zhu,et al.  Permutation Tests for Reflected Symmetry , 1998 .

[34]  V. Koltchinskii,et al.  Testing for Spherical Symmetry of a Multivariate Distribution , 1998 .

[35]  Cees Diks,et al.  A test for symmetries of multivariate probability distributions , 1999 .

[36]  Yijun Zuo,et al.  On the Performance of Some Robust Nonparametric Location Measures Relative to a General Notion of Mu , 2000 .

[37]  Regina Y. Liu,et al.  Multivariate analysis by data depth: descriptive statistics, graphics and inference, (with discussion and a rejoinder by Liu and Singh) , 1999 .

[38]  A. Azzalini,et al.  Statistical applications of the multivariate skew normal distribution , 2009, 0911.2093.

[39]  Lixing Zhu,et al.  Nonparametric Monte Carlo tests for multivariate distributions , 2000 .

[40]  J. Stillwell,et al.  Symmetry , 2000, Am. Math. Mon..

[41]  R. Beaver,et al.  The skew-Cauchy distribution , 2000 .

[42]  D. Dey,et al.  A General Class of Multivariate Skew-Elliptical Distributions , 2001 .

[43]  R. Strawderman Continuous Multivariate Distributions, Volume 1: Models and Applications , 2001 .

[44]  A. Quiroz,et al.  A Statistic for Testing the Null Hypothesis of Elliptical Symmetry , 2002 .

[45]  M. C. Jones Marginal Replacement in Multivariate Densities, with Application to Skewing Spherically Symmetric Distributions , 2002 .

[46]  A. Azzalini,et al.  Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution , 2003, 0911.2342.

[47]  Robert Serfling,et al.  Nonparametric Multivariate Descriptive Measures Based on Spatial Quantiles , 2004 .

[48]  Arjun K. Gupta,et al.  A multivariate skew normal distribution , 2004 .

[49]  N. L. Johnson,et al.  Continuous Multivariate Distributions: Models and Applications , 2005 .

[50]  Narayanaswamy Balakrishnan,et al.  A Vectorial Notion of Skewness and Its Use in Testing for Multivariate Symmetry , 2007 .