MultivariateSkewness[matrix] gives a multivariate coefficient of skewness for matrix.
MultivariateTrimmedMean[matrix, f] gives the mean of the bivariate data matrix after dropping a fraction f of the outermost vectors.
Polytope
(Multivariate Statistics Package Symbol) Polytope[{v_1, v_2, ...}, connectivity] represents a p-dimensional polytope with p-variate vertices v_1, v_2, ..., where the connections between the vertices is specified by ...
PolytopeQuantile[{{x_11, x_12}, ..., {x n 1, x n 2}}, q] gives the locus of the q\[Null]^th quantile of the bivariate data, where the data have been ordered using convex ...
PolytopeQuartiles[{x_1, ..., x_n}] gives a list of the loci of the quartiles of the bivariate data x_1, x_2, ..., where the data have been ordered using convex hulls centered ...
QuadraticFormDistribution[{a, b, c}, {\[Mu], \[CapitalSigma]}] represents the distribution of a quadratic form z.a.z + b.z + c for multivariate normal z.
SimplexMedian[matrix] gives a simplex median of the elements in matrix.
SpatialMedian[matrix] gives the spatial median of the elements in matrix.
SpearmanRankCorrelation[xlist, ylist] gives Spearman's rank correlation coefficient \[Rho] for the real-valued vectors xlist and ylist.
TotalVariation[matrix] gives the total variation for matrix.