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". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations: Track citations by RSS feed
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)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457699
Ordering information: This software item can be ordered from
Access Statistics for this software item
More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().