Sharp inequalities between skewness and kurtosis
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Publication:1824271
DOI10.1016/0167-7152(89)90035-7zbMath0682.60014OpenAlexW2013781369MaRDI QIDQ1824271
Vijay K. Rohatgi, Gábor J. Székely
Publication date: 1989
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(89)90035-7
Related Items (13)
Sharp inequalities between skewness and kurtosis for unimodal distributions ⋮ Generating multivariate ordinal data via entropy principles ⋮ On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance ⋮ Equivariant adjusted least squares estimator in two-line fitting model ⋮ Extensions of Pearson's inequality between skewness and kurtosis to multivariate cases ⋮ Nonlinear unbiased estimation in the linear regression model with nonnormal disturbances ⋮ Random sampling of skewed distributions implies Taylor’s power law of fluctuation scaling ⋮ The Generalized Johnson Quantile-Parameterized Distribution System ⋮ A tool for systematically comparing the power of tests for normality ⋮ Efficient Estimation of the ANOVA Mean Dimension, with an Application to Neural Net Classification ⋮ Squared skewness minus kurtosis bounded by 186/125 for unimodal distributions ⋮ Tests on asymmetry for ordered categorical variables ⋮ On the Interrelation Between the Sample Mean and the Sample Variance
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