Simple tests for peakedness, fat tails and leptokurtosis based on quantiles (Q951900)
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scientific article; zbMATH DE number 5361799
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| English | Simple tests for peakedness, fat tails and leptokurtosis based on quantiles |
scientific article; zbMATH DE number 5361799 |
Statements
Simple tests for peakedness, fat tails and leptokurtosis based on quantiles (English)
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4 November 2008
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heavy tails
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return distribution
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\(\alpha \)-robustness
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validity robustness
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selector statistics
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0.7591380476951599
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0.7533385753631592
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0.7473897933959961
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0.7364226579666138
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0.7347809076309204
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