Power kurtosis transformations: definition, properties and ordering

DOI10.1007/s10182-006-0241-1zbMath1118.62013OpenAlexW2166899548MaRDI QIDQ878300

Ingo Klein, Matthias Fischer

Publication date: 26 April 2007

Published in: AStA. Allgemeines Statistisches Archiv (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-006-0241-1

zbMATH Keywords

leptokurtosiskurtosis ordering

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Characterization and structure theory of statistical distributions (62E10)

Related Items (3)

Parameter estimation of Tukey-type distributions: A comparative analysis ⋮ Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions ⋮ Generalized Tukey-type distributions with application to financial and teletraffic data

Cites Work

• Unnamed Item
• Kurtosis modelling by means of the \(J\)-transformation
• Kurtosis and spread
• Tukey-Type Distributions in the Context of Financial Data

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