Work

A Quantile Alternative for Kurtosis

Year: 1988

Type: article

Abstract: 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).

Source: Journal of the Royal Statistical Society Series D (The Statistician)

DOI: 10.2307/2348376

Author: J. J. A. Moors

Institution: Tilburg University

Language: English

Topic: Probability and Statistical Research

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W1589112945

FWCI: 0.942

Cites: 7

Cited by: 655

Related to: 10