An empirical study of the behaviour of the sample kurtosis in samples from symmetric stable distributions

DOI10.37920/SASJ.2020.54.2.9zbMath1488.60022arXiv1811.00476OpenAlexW3197057417MaRDI QIDQ5013103

Sean van der Merwe, J. Martin van Zyl

Publication date: 26 November 2021

Published in: South African Statistical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.00476

zbMATH Keywords

sample sizekurtosistail indexstable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Point estimation (62F10)

This page was built for publication: An empirical study of the behaviour of the sample kurtosis in samples from symmetric stable distributions