skewness


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Related to skewness: standard deviation, kurtosis
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  • noun

Synonyms for skewness

an oblique or slanting asymmetry

References in periodicals archive ?
In order to test the univariate normality, skewness and kurtosis were computed.
Likewise, Tiku (1964) stated that distributions with skewness values in a different direction had a greater effect than did those with values in the same direction unless the degrees of freedom for error were fairly large.
We complete our analysis by extending the research to other risk metrics, such as kurtosis, skewness and systematic risk.
In addition to the explanations that are in the literature, like management fees and trading costs, the point that comes out of my paper is that the skewness of returns contributes to more than 50% of active strategies underperforming.
Kurtosis [15] (2), skewness (3), and dispersion were used to evaluate the probability distribution of the data packet arrival time uncertainty.
Our second question asks: Do the dispersion and the skewness of wage and skill distributions within individual firms vary by firm type?
Grain size parameters like mean size, sorting, skewness and kurtosis of the rock unit were determined.
A convenient aspect of this application is that it highlights the crisp values of the linear relationship between the single market skewness and capital cycle life.
This paper investigates whether risk reversals (RR)--a measure of the skewness of exchange rate expected distribution--contain information about future returns of emerging market currencies.
A threshold selection algorithm for TOA estimation based on the skewness of the energy block values was proposed in [9].
The first order statistical features (FOS), such as mean, variance, skewness, and kurtosis, were calculated from the grey level matrix using the equations given below, using the Matlab software.
Though privacy is improved in the l diversity method, it suffers from similarity attack and skewness attack.
It was used to calculate average, confidence limits, standard deviation, variance kurtosis, skewness, and minimum and maximum penetration resistance values at different soil depth and treatments as well as two-way analysis of variance (ANOVA).