Modelling of Skewness Measure Distribution

Margus Pihlak ()

Statistics in Transition new series, 2014, vol. 15, issue 1, 145-152

Abstract: In this paper the distribution of random variable skewness measure is modelled. Firstly, we present some results of matrix algebra useful in multivariate statistical analyses. Then, we apply the central limit theorem on modelling of skewness measure distribution. Finally, we give an idea for finding the confidence intervals of statistical model residuals' asymmetry measure.

Keywords: central limit theorem; multivariate skewness measure; skewness measure distribution; statistical model residuals (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:csb:stintr:v:15:y:2014:i:1:p:145-152

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