An analysis of quantile measures of kurtosis: center and tails

DOI10.1007/S00362-007-0101-4zbMATH Open1309.62038OpenAlexW2030775213MaRDI QIDQ840982FDOQ840982

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

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zbMATH Keywords

influence functionsymmetric distributionsheavy-tailed distributionsGroeneveld measure

Mathematics Subject Classification ID

Statistical distribution theory (62E99)

Cites Work

• Robust Statistics
• A Probability Distribution and Its Uses in Fitting Data
• Title not available (Why is that?)
• On power transformations to symmetry
• What Is Kurtosis?: An Influence Function Approach
• Title not available (Why is that?)
• A Common Error Concerning Kurtosis
• Kurtosis orderings for two-sided power distributions

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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