stats.stattools.robust_skewness()
statsmodels.stats.stattools.robust_skewness
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statsmodels.stats.stattools.robust_skewness(y, axis=0)
[source] -
Calculates the four skewness measures in Kim & White
Parameters: y : array-like
axis : int or None, optional
Axis along which the skewness measures are computed. If
None
, the entire array is used.Returns: sk1 : ndarray
The standard skewness estimator.
sk2 : ndarray
Skewness estimator based on quartiles.
sk3 : ndarray
Skewness estimator based on mean-median difference, standardized by absolute deviation.
sk4 : ndarray
Skewness estimator based on mean-median difference, standardized by standard deviation.
Notes
The robust skewness measures are defined
[R59] Tae-Hwan Kim and Halbert White, “On more robust estimation of skewness and kurtosis,” Finance Research Letters, vol. 1, pp. 56-73, March 2004.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.stats.stattools.robust_skewness.html