statsmodels.stats.stattools.robust_skewness(y, axis=0)
[source]
Calculates the four skewness measures in Kim & White
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The robust skewness measures are defined
[*] | Tae-Hwan Kim and Halbert White, “On more robust estimation of skewness and kurtosis,” Finance Research Letters, vol. 1, pp. 56-73, March 2004. |
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© 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