MEDCOUPLE: Stata module to compute medcouple measure of asymmetry and heaviness of the tails
Wouter Gelade (),
Vincenzo Verardi and
Statistical Software Components from Boston College Department of Economics
medcouple estimates a robust measure of asymmetry and tail heaviness proposed by Brys et al., Journal of Computational and Graphical Statistics, 2004 and Computational Statistics and Data Analysis, 2006.
Requires: Stata version 10
Keywords: medcouple; asymmetry; tail thickness (search for similar items in EconPapers)
Date: 2013-09-20, Revised 2015-05-07
Note: This module should be installed from within Stata by typing "ssc install medcouple". Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/medcouple.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/medcouple.sthlp help file (text/plain)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457699
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