Martedì 4 marzo 2025 alle 14.30 Irene Gijbels, Professoressa di matematica statistica presso il Dipartimento di Matematica della KU Leuven in Belgio, sarà ospite per il prossimo appuntamento con i Seminari Generali dell'IAC 2025.
Il talk, dal titolo Measures of asymmetry for multivariate distributions, si svolge in streaming (vedi link in calce) e sarà trasmesso sul canale YT dell'istituto.
Di seguito l'abstract.
In univariate settings the notion of measuring skewness of a distribution is well established. Extending this to measuring skewness (or asymmetry) in a multivariate setting is less obvious. In this talk we start by briefly reviewing some notions of asymmetry measures. We next propose a novel functional asymmetry measure (index) which is based on the natural idea of reflective symmetry around the mode. The proposed index is extended to the multivariate setting and a summarizing scalar (or vector based index in multivariate settings) is derived from it. Some illustrative examples are provided, and estimation of the proposed asymmetry index is discussed in parametric and nonparametric (multivariate) settings.
