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

Thumbnail
Identificadores

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

Ficheros
Estadísticas
Compartir
Exportar a
EndNoteBibTexRIS
Metadatos
Mostrar el registro completo del ítem
Autor/es
Arriaza Gómez, Antonio JesúsAutoridad UCA; Sordo Díaz, Miguel ÁngelAutoridad UCA; Di Crescenzo, Antonio; Suárez Llorens, AlfonsoAutoridad UCA
Fecha
2017-11-16
Departamento/s
Estadística e Investigación Operativa
Resumen
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).
Materias
shape measures; skewness measures; convex transform order; kurtosis and skewness; heavy tail
Colecciones
Atribución 4.0 Internacional
Esta obra está bajo una Licencia Creative Commons Atribución 4.0 Internacional