That zebra look male to me, so i shall answer using the male approach.
I agree with dconners that this is an injury due to aggressiveness. Just a couple of questions:
1) How many caves do you have in the tank? If less caves than males, then you will see such injuries more frequently in a unestablished tank. Hence, one way to reduce this will be to provide more caves than the males or the overall number of zebras.
2) Try catching that zebra with your bare hand. Good if it can escape and hide elsewhere. But if you can "catch" it and it allow you to "catch" it, then it is likely that an infection had developed.
3) Is other zebras in the same tank alright? Just in case infection outbreak, it may cause a disaster in the tank.
If you can verify that all are well, then a few good water changes and good feeding will nurse that poor zebra back to shape.
Oh yes, just in case if that piece is a female, go shine in the caves to check if there is any surprise. Very often, my female will get some scratch marks after spawning, you know what i mean
