Asymmetry and Gradient Asymmetry Functions: Density‐Based Skewness and Kurtosis
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DOI: 10.1111/j.1467-9469.2008.00599.x
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References listed on IDEAS
- Boshnakov, Georgi N., 2007. "Some measures for asymmetry of distributions," Statistics & Probability Letters, Elsevier, vol. 77(11), pages 1111-1116, June.
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- Giri Parameswaran & Hunter Rendleman, 2022. "Redistribution under general decision rules," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 24(1), pages 159-196, February.
- Robert Staudte, 2014. "Inference for quantile measures of skewness," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(4), pages 751-768, December.
- Chen, Yan & Liu, Yakun, 2024. "Idiosyncratic asymmetry in stock returns: An entropy measure," Finance Research Letters, Elsevier, vol. 64(C).
- Andreas Eberl & Bernhard Klar, 2022. "Expectile‐based measures of skewness," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(1), pages 373-399, March.
- Andreas Eberl & Bernhard Klar, 2021. "A note on a measure of asymmetry," Statistical Papers, Springer, vol. 62(3), pages 1483-1497, June.
- Xu, Zhongxiang & Chevapatrakul, Thanaset & Li, Xiafei, 2019. "Return asymmetry and the cross section of stock returns," Journal of International Money and Finance, Elsevier, vol. 97(C), pages 93-110.
- Christophe Ley, 2014. "Flexible Modelling in Statistics: Past, present and Future," Working Papers ECARES ECARES 2014-42, ULB -- Universite Libre de Bruxelles.
- M. C. Jones, 2015. "On Families of Distributions with Shape Parameters," International Statistical Review, International Statistical Institute, vol. 83(2), pages 175-192, August.
- Rubio, Francisco Javier & Steel, Mark F. J., 2014. "Bayesian modelling of skewness and kurtosis with two-piece scale and shape transformations," MPRA Paper 57102, University Library of Munich, Germany.
- P. Patil & P. Patil & D. Bagkavos, 2012. "A measure of asymmetry," Statistical Papers, Springer, vol. 53(4), pages 971-985, November.
- Gurjeet Dhesi & Bilal Shakeel & Marcel Ausloos, 2021. "Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach," Annals of Operations Research, Springer, vol. 299(1), pages 1397-1410, April.
- A. Arriaza & A. Crescenzo & M. A. Sordo & A. Suárez-Llorens, 2019. "Shape measures based on the convex transform order," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(1), pages 99-124, January.
- J. Rosco & M. Jones & Arthur Pewsey, 2011. "Skew t distributions via the sinh-arcsinh transformation," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(3), pages 630-652, November.
- Baillien, Jonas & Gijbels, Irène & Verhasselt, Anneleen, 2023. "A new distance based measure of asymmetry," Journal of Multivariate Analysis, Elsevier, vol. 193(C).
- Irène Gijbels & Rezaul Karim & Anneleen Verhasselt, 2020. "Response to the Letter to the Editor on ‘On Quantile‐based Asymmetric Family of Distributions: Properties and Inference’," International Statistical Review, International Statistical Institute, vol. 88(3), pages 797-801, December.
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