Calculates the four skewness measures in Kim & White
y : array-like
axis : int or None, optional
Axis along which the skewness measures are computed. If None, the entire array is used.
sk1 : ndarray
The standard skewness estimator.
sk2 : ndarray
Skewness estimator based on quartiles.
sk3 : ndarray
Skewness estimator based on mean-median difference, standardized by absolute deviation.
sk4 : ndarray
Skewness estimator based on mean-median difference, standardized by standard deviation.
The robust skewness measures are defined
[R59] Tae-Hwan Kim and Halbert White, “On more robust estimation of skewness and kurtosis,” Finance Research Letters, vol. 1, pp. 56-73, March 2004.