SpatialMedian — median based on minimum Euclidean distance
MultivariateMeanDeviation — multivariate extension of mean deviation
SpearmanRankCorrelation — Spearman's correlation coefficient
TotalVariation trace of a covariance matrix
MultivariateSkewness — multivariate extension of skewness
MultivariateKurtosis — multivariate extension of kurtosis
EllipsoidQuantile — ellipsoidal quantile locus
EllipsoidProbability — probability for ellipsoidal region
MultinormalDistribution — multivariate normal distribution
MultivariateTDistribution — multivariate extension of Student
t distribution
MultinomialDistribution — multivariate extension of binomial distribution