A general measure of skewness

Abstract

A very general measure of skewness based on the quantiles is introduced, which includes several well-known measures as special cases. Sample versions of our measure may be used as test statistics for testing the hypothesis of symmetry about an unknown value. We provide large sample theory for such a statistic and discuss the asymptotic relative efficiencies of this against some competing test statistics for symmetry. © 2012 Elsevier B.V..

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