A Comparison of Some New Measures of Skewness

G. Brys (), M. Hubert () and A. Struyf ()
Additional contact information
G. Brys: University of Antwerp (UIA), Department of Mathematics and Computer Science
M. Hubert: Catholic University of Leuven, Department of Mathematics
A. Struyf: University of Antwerp (UIA), Department of Mathematics and Computer Science

A chapter in Developments in Robust Statistics, 2003, pp 98-113 from Springer

Abstract: Summary Asymmetry of a univariate continuous distribution is commonly described as skewness. The well-known classical skewness coefficient is based on the first three moments of the data set, and hence it is strongly affected by the presence of one or more outliers. In this paper we propose several new measures of skewness which are more robust against outlying values. Their properties are compared using both real and simulated data.

Date: 2003
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-57338-5_8

Ordering information: This item can be ordered from
http://www.springer.com/9783642573385

DOI: 10.1007/978-3-642-57338-5_8

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().