Two families of kurtosis measures

@article{Seier2003TwoFO,
  title={Two families of kurtosis measures},
  author={Edith Seier and Douglas G. Bonett},
  journal={Metrika},
  year={2003},
  volume={58},
  pages={59-70}
}
Abstract. Two families of kurtosis measures are defined as K1(b)=E[ab−|z|] and K2(b)=E[a(1−|z|b)] where z denotes the standardized variable and a is a normalizing constant chosen such that the kurtosis is equal to 3 for normal distributions. K2(b) is an extension of Stavig's robust kurtosis. As with Pearson's measure of kurtosis β2=E[z4], both measures are expected values of continuous functions of z that are even, convex or linear and strictly monotonic in ℜ− and in ℜ+. In contrast to β2, our… Expand
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