Skewness-Invariant Measures of Kurtosis

By M. Chris Jones, J. Rosco, Arthur Pewsey. 2011

47 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/0afa0bf043b4abc3f9c7cae807699f278920973a

Citations in the corpus

• On Families of Distributions with Shape Parameters (2015, unknown): “If (6) is applied to transformation of random variables, as here, quantile-based measures of kurtosis acquire the attractive property of being invariant to skewness (Jones, Rosco & Pewsey, 2011); this applies to sinh-arcsinh transformations, among others.”