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An analysis of quantile measures of kurtosis: center and tails

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  • Samuel Kotz
  • Edith Seier

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  • Samuel Kotz & Edith Seier, 2009. "An analysis of quantile measures of kurtosis: center and tails," Statistical Papers, Springer, vol. 50(3), pages 553-568, June.
    • Handle: RePEc:spr:stpapr:v:50:y:2009:i:3:p:553-568
    DOI: 10.1007/s00362-007-0101-4
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    References listed on IDEAS

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    1. L. Wade, 1988. "Review," Public Choice, Springer, vol. 58(1), pages 99-100, July.
    2. Kim, Tae-Hwan & White, Halbert, 2003. "On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index," University of California at San Diego, Economics Working Paper Series qt7b52v07p, Department of Economics, UC San Diego.
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    Cited by:

    1. Arevalillo, Jorge M. & Navarro, Hilario, 2012. "A study of the effect of kurtosis on discriminant analysis under elliptical populations," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 53-63.
    2. Ayman Alzaatreh & Hana Sulieman, 2021. "On fitting cryptocurrency log-return exchange rates," Empirical Economics, Springer, vol. 60(3), pages 1157-1174, March.
    3. Pooja Soni & Isha Dewan & Kanchan Jain, 2019. "Nonparametric tests for ordered quantiles," Statistical Papers, Springer, vol. 60(3), pages 963-981, June.
    4. Ingo Hoffmann & Christoph J. Börner, 2021. "The risk function of the goodness-of-fit tests for tail models," Statistical Papers, Springer, vol. 62(4), pages 1853-1869, August.
    5. Pogorelskiy, Kirill & Traub, Stefan, 2017. "Skewness, Tax Progression, and Demand for Redistribution : Evidence from the UK," CRETA Online Discussion Paper Series 29, Centre for Research in Economic Theory and its Applications CRETA.
    6. Liu, Xiaochun, 2019. "On tail fatness of macroeconomic dynamics," Journal of Macroeconomics, Elsevier, vol. 62(C).

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