Kurtosis: A Critical Review
- 1 May 1988
- journal article
- research article
- Published by Taylor & Francis in The American Statistician
- Vol. 42 (2) , 111-119
- https://doi.org/10.1080/00031305.1988.10475539
Abstract
We critically review the development of the concept of kurtosis. We conclude that it is best to define kurtosis vaguely as the location- and scale-free movement of probability mass from the shoulders of a distribution into its center and tails and to recognize that it can be formalized in many ways. These formalizations are best expressed in terms of location- and scale-free partial orderings on distributions and the measures that preserve them. The role of scale-matching techniques and placement of shoulders in the formalizations that have appeared in the literature are emphasized.Keywords
This publication has 32 references indexed in Scilit:
- What is Kurtosis? An Influence Function ApproachThe American Statistician, 1987
- The Meaning of Kurtosis: Darlington ReexaminedThe American Statistician, 1986
- Classification of Probability Laws by Tail BehaviorJournal of the American Statistical Association, 1984
- Nonparametric Statistical Data ModelingJournal of the American Statistical Association, 1979
- Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and TheoryJournal of the American Statistical Association, 1974
- Kurtosis Measures Bimodality?The American Statistician, 1971
- Interpretation of the Kurtosis StatisticThe American Statistician, 1970
- Is Kurtosis Really “Peakedness?”The American Statistician, 1970
- Some inequalities for starshaped and convex functionsPacific Journal of Mathematics, 1969
- Robust Estimation of LocationJournal of the American Statistical Association, 1967