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kjetil b halvorsen
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zlon
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Robust analogues of Mean, CV and Skewness

I need to characterize the mean, CV and skewness of my observed data (it is gamma-like distributed). This data is an artifact (outliers) enriched, so I decide to use robust statistics: median, interquartile range divided to median, and medcouple.

I have two questions:

  1. Is it correct and commonly used robust statistics? (The biggest doubt I have about using IQR/median instead of CV).

  2. Could you help me with references for my or your robust CV estimator?