Location Measures

SimplexMedian  ▪  MultivariateTrimmedMean

Dispersion and Association Measures

MultivariateMeanDeviation — multivariate extension of mean deviation

TotalVariation — trace of a covariance matrix

GeneralizedVariance  ▪  MultivariateMedianDeviation

Higher Moments

MultivariateSkewness — multivariate extension of skewness

MultivariateKurtosis — multivariate extension of kurtosis

Regional Measures

EllipsoidQuantile — ellipsoidal quantile locus

EllipsoidProbability — probability for ellipsoidal region

EllipsoidQuartiles  ▪  PolytopeQuantile  ▪  PolytopeQuartiles  ▪  Polytope

Distributions Related to the Multivariate Normal

QuadraticFormDistribution  ▪  WishartDistribution