Asymptotic distributions and performance of empirical skewness measures

DOI10.1016/j.csda.2020.106939OpenAlexW3007992281MaRDI QIDQ2178161

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

zbMATH Keywords

asymmetryasymptotic normalityskewnessskewness estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Stochastic orders and measures of skewness and dispersion based on expectiles

Uses Software

• R
• Expectreg
• evmix

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymmetric Least Squares Estimation and Testing
• Expectile asymptotics
• Truncated skew-normal distributions: moments, estimation by weighted moments and application to climatic data
• Expansions for statistics involving the mean absolute deviations
• Focusing on regions of interest in forecast evaluation
• Generalized quantiles as risk measures
• On the skewness order of Van Zwet and Oja
• Approximation Theorems of Mathematical Statistics
• Truncated and Limited Skew-Normal and Skew-t Distributions: Properties and an Illustration
• Asymptotic joint distribution of sample quantiles and sample mean with applications
• On power transformations to symmetry
• A comparison between two simple measures of skewness
• On Testing for the Nullity of Some Skewness Coefficients
• An Asymptotically Nonparametric Test of Symmetry
• A New Proof of the Bahadur Representation of Quantiles and an Application
• TESTING FOR NORMALITY

This page was built for publication: Asymptotic distributions and performance of empirical skewness measures