A class of indices of skewness is introduced,based on a symmetric set of quantiles. Two kinds of normalisation are proposed, leading respectively to VCS (Ventile coefficient of Skewness) and to VIS (Ventile index of skewness). The sample distribution of both indices is studied by a Monte Carlo simulation. Two extended indices of skewness (ECS and EIS) are proposed, having interesting inferential properties. Finally, an application to national data of 27 E.U. countries is presented, with a brief comment of the results.

M. Brizzi (2007). Indices of skewness derived from symmetric quantiles: a statistical outline with an application to national data of E.U. countries. METODOLOSKI ZVEZKI, vol. 4 nr. 1, 9-20.

Indices of skewness derived from symmetric quantiles: a statistical outline with an application to national data of E.U. countries.

BRIZZI, MAURIZIO
2007

Abstract

A class of indices of skewness is introduced,based on a symmetric set of quantiles. Two kinds of normalisation are proposed, leading respectively to VCS (Ventile coefficient of Skewness) and to VIS (Ventile index of skewness). The sample distribution of both indices is studied by a Monte Carlo simulation. Two extended indices of skewness (ECS and EIS) are proposed, having interesting inferential properties. Finally, an application to national data of 27 E.U. countries is presented, with a brief comment of the results.
2007
M. Brizzi (2007). Indices of skewness derived from symmetric quantiles: a statistical outline with an application to national data of E.U. countries. METODOLOSKI ZVEZKI, vol. 4 nr. 1, 9-20.
M. Brizzi
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/56986
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