An R script to compute the weighted right/left tail index and a new skewness functional for univariate probability distributions
Identificadores
Statistics
Share
Metadata
Show full item recordDate
2017-11-16Department
Estadística e Investigación OperativaAbstract
An R script to compute the weighted left and right tail indices as well as the skewness functional provided in the paper entitle: "Skewness and kurtosis measures based on the convex transform order". Paper submitted to Metrika Journal (November 2017). We provide along with this contribution a help document (ReadMe.pdf).
Subjects
shape measures; skewness measures; convex transform order; kurtosis and skewness; heavy tailCollections
- Software libre [18]