On a Vector-Valued Measure of Multivariate Skewness

The canonical skewness vector is an analytically simple function of the third-order, standardized moments of a random vector. Statistical applications of this skewness measure include semiparametric modeling, independent component analysis, model-based clustering, and multivariate normality testing. This paper investigates some properties of the canonical skewness vector with respect to representations, transformations, and norm. In particular, the paper shows its connections with tensor contraction, scalar measures of multivariate kurtosis and Mardia’s skewness, the best-known scalar measure of multivariate skewness. A simulation study empirically compares the powers of tests for multivariate normality based on the squared norm of the canonical skewness vector and on Mardia’s skewness. An example with financial data illustrates the statistical applications of the canonical skewness vector.

COMPARISON OF ULTRASOUND IMAGE FILTERING METHODS BY MEANS OF MULTIVARIABLE KURTOSIS

Comparison of the quality of despeckled US medical images is complicated because there is no image of a human body that would be free of speckles and could serve as a reference. A number of various image metrics are currently used for comparison of filtering methods; however, they do not satisfactorily represent the visual quality of images and medical expert’s satisfaction with images. This paper proposes an innovative use of relative multivariate kurtosis for the evaluation of the most important edges in an image. Multivariate kurtosis allows one to introduce an order among the filtered images and can be used as one of the metrics for image quality evaluation. At present there is no method which would jointly consider individual metrics. Furthermore, these metrics are typically defined by comparing the noisy original and filtered images, which is incorrect since the noisy original cannot serve as a golden standard. In contrast to this, the proposed kurtosis is the absolute measure, which is calculated independently of any reference image and it agrees with the medical expert’s satisfaction to a large extent. The paper presents a numerical procedure for calculating kurtosis and describes results of such calculations for a computer-generated noisy image, images of a general purpose phantom and a cyst phantom, as well as real-life images of thyroid and carotid artery obtained with SonixTouch ultrasound machine. 16 different methods of image despeckling are compared via kurtosis. The paper shows that visually more satisfactory despeckling results are associated with higher kurtosis, and to a certain degree kurtosis can be used as a single metric for evaluation of image quality.

Multivariate Kurtosis as a Tool for Comparing Copula Models

This paper studies the effectiveness of the Multivariate Kurtosis in comparing the Clayton Copula and the Farleigh-Gumbel-Morgenstern Copula in modeling when the actual populations follow either the bivariate exponential distribution or the bivariate normal distribution. The study shows that the Multivariate Kurtosis (as defined by Mardia) is a very effective tool in comparing Copulas and that Farleigh-Gumbel-Morgenstern Copula is slightly more accurate than the Clayton Copula for modeling.