The following pages link to Robust measures of tail weight (Q959200):
Displaying 25 items.
- Fourth moments and independent component analysis (Q254467) (← links)
- Generalized quantile treatment effect: a flexible Bayesian approach using quantile ratio smoothing (Q273618) (← links)
- Generalized beta-generated distributions (Q434970) (← links)
- Goodness-of-fit tests based on a robust measure of skewness (Q626221) (← links)
- Voting originated social dynamics: quartile analysis of stochastic environment peculiarities (Q828514) (← links)
- An analysis of quantile measures of kurtosis: center and tails (Q840982) (← links)
- Simple tests for peakedness, fat tails and leptokurtosis based on quantiles (Q951900) (← links)
- Monte Carlo evaluation of biological variation: Random generation of correlated non-Gaussian model parameters (Q953364) (← links)
- On the compatibility of Dyson's conditions (Q956404) (← links)
- An adjusted boxplot for skewed distributions (Q1023889) (← links)
- Alternative way to characterize a \(q\)-Gaussian distribution by a robust heavy tail measurement (Q1618598) (← links)
- The Exponentiated G Poisson Model (Q2796929) (← links)
- Tail-Adaptive Location Rank Test for the Generalized Secant Hyperbolic Distribution (Q3527740) (← links)
- Measuring Kurtosis by Right and Left Inequality Orders (Q3532754) (← links)
- An empirical power comparison of univariate goodness-of-fit tests for normality (Q3589960) (← links)
- Kurtosis comartsions of the cauchy and double exponential distributions (Q3749901) (← links)
- Nonparametric multivariate kurtosis and tailweight measures (Q4675948) (← links)
- Inference for quantile measures of kurtosis, peakedness, and tail weight (Q4976198) (← links)
- A Robustification of the Chain-Ladder Method (Q5029068) (← links)
- THE BETA EXPONENTIAL PARETO DISTRIBUTION (Q5036046) (← links)
- Tail mean and related robust solution concepts (Q5172535) (← links)
- Asymmetry and Gradient Asymmetry Functions: Density‐Based Skewness and Kurtosis (Q5324877) (← links)
- The relationship between shape parameters and kurtosis in some relevant models (Q6080785) (← links)
- Variable screening based on Gaussian centered L-moments (Q6166905) (← links)
- Right and left kurtosis measures: large sample estimation and an application to financial returns (Q6537780) (← links)
