Simple tests for peakedness, fat tails and leptokurtosis based on quantiles

Computational Statistics and Data Analysis

Volumn 43, Issue 1, 2003, Pages 1-12

  Schmid, Friedrich ^a   Trede, Mark ^b  

^a UNIVERSITY OF COLOGNE   (Germany)

^b UNIVERSITY OF MÜNSTER   (Germany)

Author keywords

Robustness; Heavy tails; Return distribution; Selector statistics; Validity robustness

Indexed keywords

COMPUTER SIMULATION; MONTE CARLO METHODS; ROBUSTNESS (CONTROL SYSTEMS); STATISTICS;

FAT TAILS;

DATA REDUCTION;

STATISTICAL ANALYSIS;

EID: 0037542857     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(02)00170-6     Document Type: Article

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