Ellipsoid[{x_1, ..., x_p}, {r_1, ..., r_p}] represents a p-dimensional ellipsoid centered at the point {x_1, ..., x_p} with semi-axis radii r_i aligned with the coordinate ...

EllipsoidProbability[dist, ellipse] gives the cumulative probability of dist over ellipse centered at the mean of dist.

EllipsoidQuantile[matrix, q] gives the ellipsoidal locus of the q\[Null]^th quantile of matrix.EllipsoidQuantile[matrix, {q_1, q_2, ...}] gives ellipsoidal loci for multiple ...

EllipsoidQuartiles[matrix] gives the ellipsoidal loci of the quartiles of matrix.

GeneralizedVariance[matrix] gives the generalized variance for matrix.

KendallRankCorrelation[xlist, ylist] gives Kendall's rank correlation coefficient \[Tau] for the real-valued vectors xlist and ylist.

MedianMethod is an option for MultivariateMedianDeviation that specifies the multivariate median to use.

MultivariateKurtosis[matrix] gives a multivariate kurtosis coefficient for matrix.

MultivariateMeanDeviation[matrix] gives the mean of the Euclidean distances between the elements of matrix and their mean.

MultivariateMedianDeviation[matrix] gives the median Euclidean distance from the median of the elements in matrix.