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math.ST2026
Quantifying Dependence Between Random Vectors: A New Index with Applications
Chuancun yin
This article proposes a new index for quantifying the degree of dependence between random vectors. The index takes values in [0,1] and equals zero if and only if the random vectors…
math.ST2023★ 1 cited
An analysis of multivariate measures of skewness and kurtosis of skew-elliptical distributions
Baishuai Zuo, Narayanaswamy Balakrishnan, Chuancun Yin
This paper examines eight measures of skewness and Mardia measure of kurtosis for skew-elliptical distributions. Multivariate measures of skewness considered include Mardia, Malkov…
math.ST2023
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions
Chuancun Yin, Narayanaswamy Balakrishnan
The family of multivariate skew-normal distributions has many interesting properties. It is shown here that these hold for a general class of skew-elliptical distributions. For thi…