Kurtosis as Peakedness, 1905–2014.R.I.P.
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Publication:5877666
Cites work
- scientific article; zbMATH DE number 3551675 (Why is no real title available?)
- scientific article; zbMATH DE number 3103824 (Why is no real title available?)
- A Common Error Concerning Kurtosis
- A New Family of Probability Distributions With Applications to Monte Carlo Studies
- Improving the performance of kurtosis estimator
- Measures of multivariate skewness and kurtosis with applications
- Mersenne twister
- Peakedness of Distributions of Convex Combinations
- Statistics for business and financial economics
- Stochastic Ordering and Kurtosis Measure
- What Is Kurtosis?: An Influence Function Approach
Cited in
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- Type II failure and specification testing in the stochastic frontier model
- The assessment of kurtosis in the case of serially dependent data
- 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
- The central limit theorem for the number of mutations in the genealogy of a sample from a large population
- Brownian fluctuations of kinetic energy under Lorentz force
- The mollified (discrete) uniform distribution and its applications
- Shape measures based on the convex transform order
- The Johnson System of Frequency Curves—Historical, Graphical, and Limiting Perspectives
- Modelling Shot Lengths of Hollywood Motion Pictures with the Dagum Distribution
- Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions
- An analytical study of flatness and intermittency through Riemann's nondifferentiable functions
- On kurtoses of two symmetric or asymmetric populations
- Rejoinder
- GLHT for High-Dimensional Covariance Matrices: A Normal-Reference Approach
- 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
- Testing Sparsity-Inducing Penalties
- Centre-free kurtosis orderings for asymmetric distributions
- Practical Network Modeling via Tapered Exponential-Family Random Graph Models
- A proposal of new disnormality indexes
- A new class of revealed comparative advantage indexes
- Closed-form expressions for maximum mean discrepancy with applications to Wasserstein auto-encoders
- Estimating the width of a uniform distribution under symmetric measurement errors
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