Simple tests for peakedness, fat tails and leptokurtosis based on quantiles (Q951900)
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scientific article; zbMATH DE number 5361799
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simple tests for peakedness, fat tails and leptokurtosis based on quantiles |
scientific article; zbMATH DE number 5361799 |
Statements
Simple tests for peakedness, fat tails and leptokurtosis based on quantiles (English)
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4 November 2008
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heavy tails
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return distribution
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\(\alpha \)-robustness
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validity robustness
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selector statistics
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