Asymptotic distributions and performance of empirical skewness measures

DOI10.1016/J.CSDA.2020.106939OpenAlexW3007992281MaRDI QIDQ2178161FDOQ2178161

Authors: Andreas Eberl, Bernhard Klar 

Publication date: 7 May 2020

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2020.106939

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• scientific article; zbMATH DE number 4001191

zbMATH Keywords

asymmetryasymptotic normalityskewnessskewness estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Approximation Theorems of Mathematical Statistics
• Asymmetric Least Squares Estimation and Testing
• Generalized quantiles as risk measures
• Title not available (Why is that?)
• On power transformations to symmetry
• A New Proof of the Bahadur Representation of Quantiles and an Application
• Expectile asymptotics
• Truncated skew-normal distributions: moments, estimation by weighted moments and application to climatic data
• Title not available (Why is that?)
• Truncated and Limited Skew-Normal and Skew-t Distributions: Properties and an Illustration
• An Asymptotically Nonparametric Test of Symmetry
• Expansions for statistics involving the mean absolute deviations
• Title not available (Why is that?)
• TESTING FOR NORMALITY
• On Testing for the Nullity of Some Skewness Coefficients
• Title not available (Why is that?)
• Asymptotic joint distribution of sample quantiles and sample mean with applications
• Focusing on regions of interest in forecast evaluation
• On the skewness order of Van Zwet and Oja
• A comparison between two simple measures of skewness

Cited In (9)

• A comparison of some new measures of skewness
• Stochastic orders and measures of skewness and dispersion based on expectiles
• Asymptotic distribution of coefficients of skewness and kurtosis
• Title not available (Why is that?)
• On functional measures of skewness
• Skew shape asymptotics, a case-based introduction
• Comparison of \(L_p\)-quantiles and related skewness measures
• On skewness and kurtosis of econometric estimators
• A Modified Skewness Measure for Testing Asymmetry

Uses Software

• R
• Expectreg
• evmix

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