The assessment of kurtosis in the case of serially dependent data
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DOI: 10.1080/00949655.2025.2479065
Abstract: Though kurtosis is often identified with Pearson's standardized fourth moment $ \beta _2 $ β2, a long debate has been carried over about its actual meaning and the aspects of the shape which $ \beta… read more here.
Keywords: case serially; dependent data; kurtosis; assessment kurtosis ... See more keywords