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Indices of skewness derived from a set of symmetric quantiles : a statistical outline with an application to national data of E.U. countries
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Brizzi, Maurizio
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http://mrvar.fdv.uni-lj.si/pub/mz/mz4.1/brizzi.pdf
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Abstract
In this paper, which follows a recent field of research started by Tukey (1977), a class of indices of skewness is introduced, based on a symmetric set of quantiles. Two kinds of normaisation are proposed, leading to different indices, called VCS (Ventile Coefficient of Skewness) and VIS (Ventile Index of Slewness), respectively. 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.
Language:
English
Work type:
Not categorized
Typology:
1.01 - Original Scientific Article
Organization:
FDV - Faculty of Social Sciences
Year:
2007
Number of pages:
Str. 9-20
Numbering:
Vol. 4, no. 1
PID:
20.500.12556/RUL-22587
UDC:
311.1
ISSN on article:
1854-0023
COBISS.SI-ID:
26593629
Publication date in RUL:
11.07.2014
Views:
584
Downloads:
75
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Title:
Metodološki zvezki
Shortened title:
Metodol. zv.
Publisher:
Fakulteta za družbene vede
ISSN:
1854-0023
COBISS.SI-ID:
215795712
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