A general measure of skewness
2012 (English)In: Statistics and Probability Letters, ISSN 0167-7152, Vol. 82, no 8, 1559-1568 p.Article in journal (Refereed) Published
A very general measure of skewness based on the quantiles is introduced, which includes several well-known measures as special cases. Sample versions of our measure may be used as test statistics for testing the hypothesis of symmetry about an unknown value. We provide large sample theory for such a statistic and discuss the asymptotic relative efficiencies of this against some competing test statistics for symmetry.
Place, publisher, year, edition, pages
Elsevier, 2012. Vol. 82, no 8, 1559-1568 p.
Measure of skewness, Bowley's coefficient of skewness, Test of symmetry, Large sample theory, Asymptotic relative efficiency
Probability Theory and Statistics
Research subject Statistics
IdentifiersURN: urn:nbn:se:umu:diva-81148DOI: 10.1016/j.spl.2012.04.011OAI: oai:DiVA.org:umu-81148DiVA: diva2:653023