An R script to compute the weighted right/left tail index and a new skewness functional for univariate probability distributions
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Author/sArriaza Gómez, Antonio Jesús; Sordo, Miguel Ángel; Di Crescenzo, Antonio; Suárez-Llorens, Alfonso
DepartmentEstadística e Investigación Operativa
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).
Subjectsshape measures; skewness measures; convex transform order; kurtosis and skewness; heavy tail
- Software libre