An analysis of quantile measures of kurtosis: center and tails

DOI10.1007/S00362-007-0101-4zbMath1309.62038OpenAlexW2030775213MaRDI QIDQ840982

Samuel Kotz, Edith Seier

Publication date: 14 September 2009

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-007-0101-4

zbMATH Keywords

heavy-tailed distributionsinfluence functionsymmetric distributionsGroeneveld measure

Mathematics Subject Classification ID

Statistical distribution theory (62E99)

Related Items (4)

Nonparametric tests for ordered quantiles ⋮ A study of the effect of kurtosis on discriminant analysis under elliptical populations ⋮ Inference for quantile measures of kurtosis, peakedness, and tail weight ⋮ The risk function of the goodness-of-fit tests for tail models

Cites Work

• Unnamed Item
• Unnamed Item
• Kurtosis orderings for two-sided power distributions
• What Is Kurtosis?: An Influence Function Approach
• On power transformations to symmetry
• A Probability Distribution and Its Uses in Fitting Data
• A Common Error Concerning Kurtosis
• Robust Statistics

This page was built for publication: An analysis of quantile measures of kurtosis: center and tails