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A Quantile Alternative for Kurtosis
Open accessAbstract
Recently, Moors (1986) showed that kurtosis is easily interpreted as a measure of dispersion around the two values u ? a. For this dispersion an alternative measure, based on quantiles, is proposed here. It is shown to have several desirable properties: (i) the measure exists even for distributions for which no moments exist, (ii) it is not influenced by the (extreme) tails of the distribution, and (iii) the calculation is simple (and is even possible by graphical means).
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Cited by
Accuracy assessment of digital elevation models by means of robust statistical methods
Höhle, J., & Höhle, M. (2009) · ISPRS Journal of Photogrammetry and Remote Sensing · doi:10.1016/j.isprsjprs.2009.02.003 · Cited by 743
Kurtosis as Peakedness, 1905–2014. R.I.P.
Westfall, P. H. (2014) · The American Statistician · doi:10.1080/00031305.2014.917055 · Cited by 518
Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?
Amaya, D., Christoffersen, P., Jacobs, K., & Vasquez, A. (2011) · SSRN Electronic Journal · doi:10.2139/ssrn.2024782 · Cited by 28
Metadata
- Authors
- Moors, J. J. A.
- Venue
- The Statistician
- Publisher
- JSTOR
- Published
- 1988
- Volume
- 37
- Issue
- 1
- Pages
- 25
- ISSN
- 0039-0526 (ISSN-L)
- OpenAlex
- W1589112945
- Cited by
- 630
- References
- 0
- FWCI
- 0.88
- Type
- journal article
- Language
- en
- Open access
- green
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