Kurtosis as Peakedness, 1905–2014.R.I.P.
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Publication:5877666
DOI10.1080/00031305.2014.917055OpenAlexW1966994480WikidataQ28650252 ScholiaQ28650252MaRDI QIDQ5877666FDOQ5877666
Authors: Peter H. Westfall 
Publication date: 15 February 2023
Published in: The American Statistician (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00031305.2014.917055
Cites Work
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- Statistics for Business and Financial Economics
Cited In (25)
- Type II failure and specification testing in the stochastic frontier model
- Letter to the Editor
- Online estimation for a predictive analytics platform with a financial-stability-analysis application
- Anomaly detection in scientific data using joint statistical moments
- Brownian fluctuations of kinetic energy under Lorentz force
- Modelling Shot Lengths of Hollywood Motion Pictures with the Dagum Distribution
- The Johnson System of Frequency Curves—Historical, Graphical, and Limiting Perspectives
- Shape measures based on the convex transform order
- Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions
- Rejoinder
- On kurtoses of two symmetric or asymmetric populations
- Applications of timed-release encryption with implicit authentication
- Kurtosis test of modality for rotationally symmetric distributions on hyperspheres
- Betting market equilibrium with heterogeneous beliefs: a prospect theory-based model
- On the interplay between multiscaling and stock dependence
- Statistical tools for anomaly detection as a part of predictive maintenance in the mining industry
- Centre-free kurtosis orderings for asymmetric distributions
- Testing Sparsity-Inducing Penalties
- Practical Network Modeling via Tapered Exponential-Family Random Graph Models
- A proposal of new disnormality indexes
- Closed-form expressions for maximum mean discrepancy with applications to Wasserstein auto-encoders
- A new class of revealed comparative advantage indexes
- An Analytical Study of Flatness and Intermittency through Riemann's Nondifferentiable Functions
- Estimating the width of a uniform distribution under symmetric measurement errors
- An automated financial indices-processing scheme for classifying market liquidity regimes
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