A Quantile Alternative for Kurtosis

作者: J. J. A. Moors

DOI: 10.2307/2348376

关键词:

摘要: Recently, Moors (1986) showed that kurtosis is easily interpreted as a measure of dispersion around the two values u ? a. For this an alternative measure, based on quantiles, proposed here. It shown to have several desirable properties: (i) exists even for distributions which no moments exist, (ii) it not influenced by (extreme) tails distribution, and (iii) calculation simple (and possible graphical means).

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