An analysis of quantile measures of kurtosis: center and tails

DOI10.1007/S00362-007-0101-4MaRDI QIDQ840982zbMATH OpenOpenAlexFDO

Authors Samuel Kotz, Edith Seier

Publication date 14 September 2009

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-007-0101-4

zbMATH Keywords

influence functionsymmetric distributionsheavy-tailed distributionsGroeneveld measure

Mathematics Subject Classification ID

Statistical distribution theory (62E99)

Recommendations

• What Is Kurtosis?: An Influence Function Approach
• Nonparametric multivariate kurtosis and tailweight measures
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Cites work

• scientific article; zbMATH DE number 3204183 (Why is no real title available?)
• scientific article; zbMATH DE number 3197572 (Why is no real title available?)
• A Common Error Concerning Kurtosis
• A Probability Distribution and Its Uses in Fitting Data
• Kurtosis orderings for two-sided power distributions
• On power transformations to symmetry
• Robust Statistics
• What Is Kurtosis?: An Influence Function Approach

Cited in

(5)

• A study of the effect of kurtosis on discriminant analysis under elliptical populations
• Inference for quantile measures of kurtosis, peakedness, and tail weight
• Nonparametric tests for ordered quantiles
• The risk function of the goodness-of-fit tests for tail models
• What Is Kurtosis?: An Influence Function Approach

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