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MEDCOUPLE: Stata module to compute medcouple measure of asymmetry and heaviness of the tails

Wouter Gelade (), Vincenzo Verardi and Catherine Vermandele

Statistical Software Components from Boston College Department of Economics

Abstract: 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.

Language: Stata
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 ( Windows users should not attempt to download these files with a web browser.
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Handle: RePEc:boc:bocode:s457699