IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v50y2000i2p131-135.html
   My bibliography  Save this article

Squared skewness minus kurtosis bounded by 186/125 for unimodal distributions

Author

Listed:
  • Klaassen, Chris A. J.
  • Mokveld, Philip J.
  • van Es, Bert

Abstract

The sharp inequality for squared skewness minus kurtosis is derived for the class of unimodal distributions.

Suggested Citation

  • Klaassen, Chris A. J. & Mokveld, Philip J. & van Es, Bert, 2000. "Squared skewness minus kurtosis bounded by 186/125 for unimodal distributions," Statistics & Probability Letters, Elsevier, vol. 50(2), pages 131-135, November.
    • Handle: RePEc:eee:stapro:v:50:y:2000:i:2:p:131-135
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(00)00090-0
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Rohatgi, Vijay K. & Székely, Gábor J., 1989. "Sharp inequalities between skewness and kurtosis," Statistics & Probability Letters, Elsevier, vol. 8(4), pages 297-299, September.
    2. Teuscher, F. & Guiard, V., 1995. "Sharp inequalities between skewness and kurtosis for unimodal distributions," Statistics & Probability Letters, Elsevier, vol. 22(3), pages 257-260, February.
    3. Gupta, A. K. & Móri, T. F. & Székely, G. J., 1994. "Testing for Poissonity-normality vs. other infinite divisibility," Statistics & Probability Letters, Elsevier, vol. 19(3), pages 245-248, February.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Karagiorgis, Ariston & Drakos, Konstantinos, 2022. "The Skewness-Kurtosis plane for non-Gaussian systems: The case of hedge fund returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
    2. Silvano Vergura & Mario Carpentieri, 2017. "Statistics to Detect Low-Intensity Anomalies in PV Systems," Energies, MDPI, vol. 11(1), pages 1-12, December.
    3. Kerman, Sean C. & McDonald, James B., 2013. "Skewness–kurtosis bounds for the skewed generalized T and related distributions," Statistics & Probability Letters, Elsevier, vol. 83(9), pages 2129-2134.
    4. Ariston Karagiorgis & Antonis Ballis & Konstantinos Drakos, 2024. "Exploring the Interplay of Skewness and Kurtosis: Dynamics in Cryptocurrency Markets Amid the COVID-19 Pandemic," Papers 2410.12801, arXiv.org.
    5. Ogasawara, Haruhiko, 2017. "Extensions of Pearson’s inequality between skewness and kurtosis to multivariate cases," Statistics & Probability Letters, Elsevier, vol. 130(C), pages 12-16.
    6. Silvano Vergura, 2018. "A Statistical Tool to Detect and Locate Abnormal Operating Conditions in Photovoltaic Systems," Sustainability, MDPI, vol. 10(3), pages 1-15, February.
    7. Silvano Vergura, 2018. "Hypothesis Tests-Based Analysis for Anomaly Detection in Photovoltaic Systems in the Absence of Environmental Parameters," Energies, MDPI, vol. 11(3), pages 1-18, February.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Silvano Vergura, 2018. "A Statistical Tool to Detect and Locate Abnormal Operating Conditions in Photovoltaic Systems," Sustainability, MDPI, vol. 10(3), pages 1-15, February.
    2. Hong, Sung-Pil & Kim, Kyung min & Byeon, Geunyeong & Min, Yun-Hong, 2017. "A method to directly derive taste heterogeneity of travellers’ route choice in public transport from observed routes," Transportation Research Part B: Methodological, Elsevier, vol. 95(C), pages 41-52.
    3. Székely, Gábor J. & Rizzo, Maria L., 2004. "Mean distance test of Poisson distribution," Statistics & Probability Letters, Elsevier, vol. 67(3), pages 241-247, April.
    4. Yen Lee & David Kaplan, 2018. "Generating Multivariate Ordinal Data via Entropy Principles," Psychometrika, Springer;The Psychometric Society, vol. 83(1), pages 156-181, March.
    5. Teuscher, F. & Guiard, V., 1995. "Sharp inequalities between skewness and kurtosis for unimodal distributions," Statistics & Probability Letters, Elsevier, vol. 22(3), pages 257-260, February.
    6. Søren Asmussen, 2022. "On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance," Finance and Stochastics, Springer, vol. 26(3), pages 383-416, July.
    7. Silvano Vergura, 2018. "Hypothesis Tests-Based Analysis for Anomaly Detection in Photovoltaic Systems in the Absence of Environmental Parameters," Energies, MDPI, vol. 11(3), pages 1-18, February.
    8. Silvano Vergura & Mario Carpentieri, 2017. "Statistics to Detect Low-Intensity Anomalies in PV Systems," Energies, MDPI, vol. 11(1), pages 1-12, December.
    9. Sapatinas, Theofanis & Shanbhag, Damodar N., 2010. "Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability," Journal of Multivariate Analysis, Elsevier, vol. 101(3), pages 500-511, March.
    10. Luigi Acerbi & Sethu Vijayakumar & Daniel M Wolpert, 2014. "On the Origins of Suboptimality in Human Probabilistic Inference," PLOS Computational Biology, Public Library of Science, vol. 10(6), pages 1-23, June.
    11. Christopher C. Hadlock & J. Eric Bickel, 2019. "The Generalized Johnson Quantile-Parameterized Distribution System," Decision Analysis, INFORMS, vol. 16(1), pages 67-85, March.
    12. Liang, Zhenglin & Liu, Bin & Xie, Min & Parlikad, Ajith Kumar, 2020. "Condition-based maintenance for long-life assets with exposure to operational and environmental risks," International Journal of Production Economics, Elsevier, vol. 221(C).
    13. Ogasawara, Haruhiko, 2017. "Extensions of Pearson’s inequality between skewness and kurtosis to multivariate cases," Statistics & Probability Letters, Elsevier, vol. 130(C), pages 12-16.
    14. Klein, Ingo & Doll, Monika, 2018. "Tests on asymmetry for ordered categorical variables," FAU Discussion Papers in Economics 03/2018, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    15. Nicolae Tarbă & Mihai-Lucian Voncilă & Costin-Anton Boiangiu, 2022. "On Generalizing Sarle’s Bimodality Coefficient as a Path towards a Newly Composite Bimodality Coefficient," Mathematics, MDPI, vol. 10(7), pages 1-17, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:50:y:2000:i:2:p:131-135. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.