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A Comparison of Some New Measures of Skewness

In: Developments in Robust Statistics

Author

Listed:
  • G. Brys

    (University of Antwerp (UIA), Department of Mathematics and Computer Science)

  • M. Hubert

    (Catholic University of Leuven, Department of Mathematics)

  • A. Struyf

    (University of Antwerp (UIA), Department of Mathematics and Computer Science)

Abstract

Summary 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.

Suggested Citation

  • G. Brys & M. Hubert & A. Struyf, 2003. "A Comparison of Some New Measures of Skewness," Springer Books, in: Rudolf Dutter & Peter Filzmoser & Ursula Gather & Peter J. Rousseeuw (ed.), Developments in Robust Statistics, pages 98-113, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-57338-5_8
    DOI: 10.1007/978-3-642-57338-5_8
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