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Robust Time Series Estimation via Weighted Likelihood Read chapter Read first chapter

2003 | OriginalPaper | Chapter

A Comparison of Some New Measures of Skewness

Authors : G. Brys, M. Hubert, A. Struyf

Published in: Developments in Robust Statistics

Publisher: Physica-Verlag HD

Included in: Professional Book Archive

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Asymmetry of a univariate continuous distribution is commonly described as skewness. The well-known classical skewness coefficient is based on the first three moments of the data set, and hence it is strongly affected by the presence of one or more outliers. In this paper we propose several new measures of skewness which are more robust against outlying values. Their properties are compared using both real and simulated data.

previous chapter Estimation in the Generalized Poisson Model via Robust Testing
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Metadata
Title
A Comparison of Some New Measures of Skewness
Authors
G. Brys
M. Hubert
A. Struyf
Copyright Year
2003
Publisher
Physica-Verlag HD
Book
Developments in Robust Statistics

Print ISBN: 978-3-642-63241-9

Electronic ISBN: 978-3-642-57338-5

Copyright Year: 2003

DOI
https://doi.org/10.1007/978-3-642-57338-5_8