Skewness


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Related to Skewness: standard deviation, kurtosis

Skewness

Negative skewness means there is a substantial probability of a big negative return. Positive skewness means that there is a greater-than-normal probability of a big positive return.
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In order to address the concerns related to univariate normality value of skewness and kurtosis for both subscales and overall scale were calculated.
Development and Empirical Evaluation of Indecisiveness Scale for Adolescent Students
2013) were simulated by generating distributions with values of skewness and kurtosis ranging between -1 and 1.
Non-normal data: Is ANOVA still a valid option?
The above results provide evidence that the returns from the strategies under study are not explained by specific risks to each asset, at least measured as volatility and skewness.
TESTING MOMENTUM EFFECT FOR THE US MARKET: FROM EQUITY TO OPTION STRATEGIES
The skewness issue is present in undiversified portfolios.
Study Shows 96% of Stocks Don't Beat Treasuries in Long Term
Skewness (2), on the other hand, is a dimensionless parameter denoting the presence or lack of symmetry in the distribution.
Analysis of Hardware Induced Receiver Synchronization Error, Caused by Differences in Manufacturer Specific Transmission Hardware Algorithms
In addition to examining these possibilities, we probe how skewness changes across different firms sorted by median wage.
Wage and job-skill distributions in the National Compensation Survey
The research methodology was based on the links between distribution skewness and balance risk.
SINGLE MARKET UNCERTAINTY IN THE GLOBAL CONTEXT
They found that the interest rate differentials are negative associated with realized skewness, interpreting this result as a measure of crash risk.
The information content of risk reversals in emerging market currencies/O conteudo informacional dos "risk reversals" em moedas de paises emergentes
Given the difficulties inherent in existing ED based TOA estimation algorithms, a 60 GHz NN based TOA estimation algorithm is introduced which employs the kurtosis, skewness, and curl of the energy block values.
Energy detector based time of arrival estimation using a neural network with millimeter wave signals
Skewness was a measure of asymmetry of the data around the sample mean.
Prediction of fragmentation of kidney stones: a statistical approach from NCCT images
By applying the l-diversity concept to the sensitive attributes, it suffers from similarity attack and skewness attack where the individual's information can be revealed based on identifying the probability within the equivalence class which is called as probabilistic inference attack or skewness attack.
Enhancing utility and privacy using t-closeness for multiple sensitive attributes
On the other hand, skewness at all depths is positive and quite close to values of a normal distribution (that correspond a zero value of skewness), again with the highest value at 0 cm depth.
Effects of tillage on variability in soil penetration resistance in an olive orchard

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