Recently, high-order statistics have received more and more interest in the field of hyperspectral anomaly detection. However, most of the existing high-order statistics based anomaly detection methods require stepwise iterations since they are the direct applications of blind source separation. Moreover, these methods usually produce multiple detection maps rather than a single anomaly distribution image. In this study, we exploit the concept of coskewness tensor and propose a new anomaly detection method, which is called COSD (coskewness detector). COSD does not need iteration and can produce single detection map. The experiments based on both simulated and real hyperspectral data sets verify the effectiveness of our algorithm.