What Is Kurtosis?: An Influence Function Approach

DOI10.2307/2684309MaRDI QIDQ3746652zbMATH OpenOpenAlexFDO

Authors David Ruppert

Publication date 1987

Published in The American Statistician (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2684309

zbMATH Keywords

bimodalityHampel's influence functionHogg's measure of tail weightkurtosispeakednessratio of interfractile rangestail heaviness

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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• Inference for quantile measures of kurtosis, peakedness, and tail weight
• An empirical study of the behaviour of the sample kurtosis in samples from symmetric stable distributions
• On the interplay between multiscaling and stock dependence
• Asymmetry and Gradient Asymmetry Functions: Density‐Based Skewness and Kurtosis
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• Kurtosis as Peakedness, 1905–2014.R.I.P.
• A proposal of new disnormality indexes
• Variable screening based on Gaussian centered L-moments
• Centre-free kurtosis orderings for asymmetric distributions
• Distribution-free confidence intervals for the standardized median
• The log-cosine-power generated family of distributions
• Measures of kurtosis: inadmissible for asymmetric distributions?
• An analysis of quantile measures of kurtosis: center and tails
• A note on scale mixtures of skew normal distribution
• On the compatibility of Dyson's conditions
• Robust measures of tail weight
• Asymmetric multivariate normal mixture GARCH

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