An R script to compute the weighted right/left tail index and a new skewness functional for univariate probability distributions

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URI: http://hdl.handle.net/10498/19833

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Author/s
Arriaza Gómez, Antonio JesúsAuthority UCA; Sordo Díaz, Miguel ÁngelAuthority UCA; Di Crescenzo, Antonio; Suárez Llorens, AlfonsoAuthority UCA
Date
2017-11-16
Department
Estadística e Investigación Operativa
Abstract
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 tail
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Atribución 4.0 Internacional
This work is under a Creative Commons License Atribución 4.0 Internacional