Some measures of kurtosis and their inference on large datasets

DOI10.1007/S10182-022-00442-YMaRDI QIDQ2106825zbMATH OpenOpenAlexFDO

Authors Claudio Giovanni Borroni, L. De Capitani

Publication date 19 December 2022

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s10182-022-00442-y

zbMATH Keywords

skewnessasymptotic distributionscoverageheavy-tailednessPearson's \(\beta_2\)

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 992660 (Why is no real title available?)
• scientific article; zbMATH DE number 3197572 (Why is no real title available?)
• A Class of Statistics with Asymptotically Normal Distribution
• A Common Error Concerning Kurtosis
• A New Measure of Kurtosis Adjusted for Skewness
• A simple general approach to inference about the tail of a distribution
• Approximation Theorems of Mathematical Statistics
• Inference for performance measures for financial assets
• Kurtosis and spread
• Large Sample Theory of Some Measures of Income Inequality
• MOMENTS OF THE RATIO OF THE MEAN DEVIATION TO THE STANDARD DEVIATION FOR NORMAL SAMPLES
• Measuring Kurtosis by Right and Left Inequality Orders
• Statistical Applications of the Multivariate Skew Normal Distribution
• Test for the existence of finite moments via bootstrap
• The variance of Gini's mean difference and its estimators

Cited in

(4)

• scientific article; zbMATH DE number 5716584 (Why is no real title available?)
• scientific article; zbMATH DE number 1916644 (Why is no real title available?)
• The relationship between shape parameters and kurtosis in some relevant models
• scientific article; zbMATH DE number 5798412 (Why is no real title available?)

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