An alternative and generalized excess measure and its advantages

Abstract In this paper an alternative measure for the excess, called standard archαs, is introduced. It is only an affine transformation of the classical kurtosis, but has many advantages. It can be defined as the double relative asymptotic variance of the standard deviation and can be generalized a...
Ausführliche Beschreibung

Gespeichert in:

Autor*in:	Bachmaier, Martin [verfasserIn] Guiard, Volker

Format:	Artikel
Sprache:	Englisch

Erschienen:	2000

Schlagwörter:	arch standard arch excess kurtosis moment ratio cumulant ratio skewness mean deviation standard deviation variance asymptotic variance efficiency Bartlett test Box-Andersen test inequality

Anmerkung:	© Springer-Verlag 2000

Übergeordnetes Werk:	Enthalten in: Statistical papers - Springer-Verlag, 1988, 41(2000), 1 vom: Jan., Seite 37-52
Übergeordnetes Werk:	volume:41 ; year:2000 ; number:1 ; month:01 ; pages:37-52

Links:	Volltext

DOI / URN:	10.1007/BF02925675

Katalog-ID:	OLC2025016956

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allfields	10.1007/BF02925675 doi (DE-627)OLC2025016956 (DE-He213)BF02925675-p DE-627 ger DE-627 rakwb eng 300 330 510 VZ Bachmaier, Martin verfasserin aut An alternative and generalized excess measure and its advantages 2000 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Springer-Verlag 2000 Abstract In this paper an alternative measure for the excess, called standard archαs, is introduced. It is only an affine transformation of the classical kurtosis, but has many advantages. It can be defined as the double relative asymptotic variance of the standard deviation and can be generalized as the double relative asymptotic variance of any other scale estimator. The inequalities between skewness and kurtosis given inTeuscher andGuiard (1995) are transformed to the corresponding inequalities between skewness and standard arch. arch standard arch excess kurtosis moment ratio cumulant ratio skewness mean deviation standard deviation variance asymptotic variance efficiency Bartlett test Box-Andersen test inequality Guiard, Volker aut Enthalten in Statistical papers Springer-Verlag, 1988 41(2000), 1 vom: Jan., Seite 37-52 (DE-627)129572292 (DE-600)227641-0 (DE-576)015069486 0932-5026 nnns volume:41 year:2000 number:1 month:01 pages:37-52 https://doi.org/10.1007/BF02925675 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW SSG-OPC-MAT GBV_ILN_11 GBV_ILN_21 GBV_ILN_22 GBV_ILN_24 GBV_ILN_26 GBV_ILN_31 GBV_ILN_40 GBV_ILN_60 GBV_ILN_65 GBV_ILN_70 GBV_ILN_754 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2012 GBV_ILN_2018 GBV_ILN_4012 GBV_ILN_4029 GBV_ILN_4046 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4193 GBV_ILN_4277 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4309 GBV_ILN_4310 GBV_ILN_4311 GBV_ILN_4314 GBV_ILN_4318 GBV_ILN_4319 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4326 GBV_ILN_4700 AR 41 2000 1 01 37-52
spelling	10.1007/BF02925675 doi (DE-627)OLC2025016956 (DE-He213)BF02925675-p DE-627 ger DE-627 rakwb eng 300 330 510 VZ Bachmaier, Martin verfasserin aut An alternative and generalized excess measure and its advantages 2000 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Springer-Verlag 2000 Abstract In this paper an alternative measure for the excess, called standard archαs, is introduced. It is only an affine transformation of the classical kurtosis, but has many advantages. It can be defined as the double relative asymptotic variance of the standard deviation and can be generalized as the double relative asymptotic variance of any other scale estimator. The inequalities between skewness and kurtosis given inTeuscher andGuiard (1995) are transformed to the corresponding inequalities between skewness and standard arch. arch standard arch excess kurtosis moment ratio cumulant ratio skewness mean deviation standard deviation variance asymptotic variance efficiency Bartlett test Box-Andersen test inequality Guiard, Volker aut Enthalten in Statistical papers Springer-Verlag, 1988 41(2000), 1 vom: Jan., Seite 37-52 (DE-627)129572292 (DE-600)227641-0 (DE-576)015069486 0932-5026 nnns volume:41 year:2000 number:1 month:01 pages:37-52 https://doi.org/10.1007/BF02925675 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW SSG-OPC-MAT GBV_ILN_11 GBV_ILN_21 GBV_ILN_22 GBV_ILN_24 GBV_ILN_26 GBV_ILN_31 GBV_ILN_40 GBV_ILN_60 GBV_ILN_65 GBV_ILN_70 GBV_ILN_754 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2012 GBV_ILN_2018 GBV_ILN_4012 GBV_ILN_4029 GBV_ILN_4046 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4193 GBV_ILN_4277 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4309 GBV_ILN_4310 GBV_ILN_4311 GBV_ILN_4314 GBV_ILN_4318 GBV_ILN_4319 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4326 GBV_ILN_4700 AR 41 2000 1 01 37-52
allfields_unstemmed	10.1007/BF02925675 doi (DE-627)OLC2025016956 (DE-He213)BF02925675-p DE-627 ger DE-627 rakwb eng 300 330 510 VZ Bachmaier, Martin verfasserin aut An alternative and generalized excess measure and its advantages 2000 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Springer-Verlag 2000 Abstract In this paper an alternative measure for the excess, called standard archαs, is introduced. It is only an affine transformation of the classical kurtosis, but has many advantages. It can be defined as the double relative asymptotic variance of the standard deviation and can be generalized as the double relative asymptotic variance of any other scale estimator. The inequalities between skewness and kurtosis given inTeuscher andGuiard (1995) are transformed to the corresponding inequalities between skewness and standard arch. arch standard arch excess kurtosis moment ratio cumulant ratio skewness mean deviation standard deviation variance asymptotic variance efficiency Bartlett test Box-Andersen test inequality Guiard, Volker aut Enthalten in Statistical papers Springer-Verlag, 1988 41(2000), 1 vom: Jan., Seite 37-52 (DE-627)129572292 (DE-600)227641-0 (DE-576)015069486 0932-5026 nnns volume:41 year:2000 number:1 month:01 pages:37-52 https://doi.org/10.1007/BF02925675 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW SSG-OPC-MAT GBV_ILN_11 GBV_ILN_21 GBV_ILN_22 GBV_ILN_24 GBV_ILN_26 GBV_ILN_31 GBV_ILN_40 GBV_ILN_60 GBV_ILN_65 GBV_ILN_70 GBV_ILN_754 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2012 GBV_ILN_2018 GBV_ILN_4012 GBV_ILN_4029 GBV_ILN_4046 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4193 GBV_ILN_4277 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4309 GBV_ILN_4310 GBV_ILN_4311 GBV_ILN_4314 GBV_ILN_4318 GBV_ILN_4319 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4326 GBV_ILN_4700 AR 41 2000 1 01 37-52
allfieldsGer	10.1007/BF02925675 doi (DE-627)OLC2025016956 (DE-He213)BF02925675-p DE-627 ger DE-627 rakwb eng 300 330 510 VZ Bachmaier, Martin verfasserin aut An alternative and generalized excess measure and its advantages 2000 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Springer-Verlag 2000 Abstract In this paper an alternative measure for the excess, called standard archαs, is introduced. It is only an affine transformation of the classical kurtosis, but has many advantages. It can be defined as the double relative asymptotic variance of the standard deviation and can be generalized as the double relative asymptotic variance of any other scale estimator. The inequalities between skewness and kurtosis given inTeuscher andGuiard (1995) are transformed to the corresponding inequalities between skewness and standard arch. arch standard arch excess kurtosis moment ratio cumulant ratio skewness mean deviation standard deviation variance asymptotic variance efficiency Bartlett test Box-Andersen test inequality Guiard, Volker aut Enthalten in Statistical papers Springer-Verlag, 1988 41(2000), 1 vom: Jan., Seite 37-52 (DE-627)129572292 (DE-600)227641-0 (DE-576)015069486 0932-5026 nnns volume:41 year:2000 number:1 month:01 pages:37-52 https://doi.org/10.1007/BF02925675 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW SSG-OPC-MAT GBV_ILN_11 GBV_ILN_21 GBV_ILN_22 GBV_ILN_24 GBV_ILN_26 GBV_ILN_31 GBV_ILN_40 GBV_ILN_60 GBV_ILN_65 GBV_ILN_70 GBV_ILN_754 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2012 GBV_ILN_2018 GBV_ILN_4012 GBV_ILN_4029 GBV_ILN_4046 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4193 GBV_ILN_4277 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4309 GBV_ILN_4310 GBV_ILN_4311 GBV_ILN_4314 GBV_ILN_4318 GBV_ILN_4319 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4326 GBV_ILN_4700 AR 41 2000 1 01 37-52
allfieldsSound	10.1007/BF02925675 doi (DE-627)OLC2025016956 (DE-He213)BF02925675-p DE-627 ger DE-627 rakwb eng 300 330 510 VZ Bachmaier, Martin verfasserin aut An alternative and generalized excess measure and its advantages 2000 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Springer-Verlag 2000 Abstract In this paper an alternative measure for the excess, called standard archαs, is introduced. It is only an affine transformation of the classical kurtosis, but has many advantages. It can be defined as the double relative asymptotic variance of the standard deviation and can be generalized as the double relative asymptotic variance of any other scale estimator. The inequalities between skewness and kurtosis given inTeuscher andGuiard (1995) are transformed to the corresponding inequalities between skewness and standard arch. arch standard arch excess kurtosis moment ratio cumulant ratio skewness mean deviation standard deviation variance asymptotic variance efficiency Bartlett test Box-Andersen test inequality Guiard, Volker aut Enthalten in Statistical papers Springer-Verlag, 1988 41(2000), 1 vom: Jan., Seite 37-52 (DE-627)129572292 (DE-600)227641-0 (DE-576)015069486 0932-5026 nnns volume:41 year:2000 number:1 month:01 pages:37-52 https://doi.org/10.1007/BF02925675 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW SSG-OPC-MAT GBV_ILN_11 GBV_ILN_21 GBV_ILN_22 GBV_ILN_24 GBV_ILN_26 GBV_ILN_31 GBV_ILN_40 GBV_ILN_60 GBV_ILN_65 GBV_ILN_70 GBV_ILN_754 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2012 GBV_ILN_2018 GBV_ILN_4012 GBV_ILN_4029 GBV_ILN_4046 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4193 GBV_ILN_4277 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4309 GBV_ILN_4310 GBV_ILN_4311 GBV_ILN_4314 GBV_ILN_4318 GBV_ILN_4319 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4326 GBV_ILN_4700 AR 41 2000 1 01 37-52
language	English
source	Enthalten in Statistical papers 41(2000), 1 vom: Jan., Seite 37-52 volume:41 year:2000 number:1 month:01 pages:37-52
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author	Bachmaier, Martin
spellingShingle	Bachmaier, Martin ddc 300 misc arch misc standard arch misc excess misc kurtosis misc moment ratio misc cumulant ratio misc skewness misc mean deviation misc standard deviation misc variance misc asymptotic variance misc efficiency misc Bartlett test misc Box-Andersen test misc inequality An alternative and generalized excess measure and its advantages
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topic_title	300 330 510 VZ An alternative and generalized excess measure and its advantages arch standard arch excess kurtosis moment ratio cumulant ratio skewness mean deviation standard deviation variance asymptotic variance efficiency Bartlett test Box-Andersen test inequality
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title	An alternative and generalized excess measure and its advantages
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title_full	An alternative and generalized excess measure and its advantages
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title_sort	an alternative and generalized excess measure and its advantages
title_auth	An alternative and generalized excess measure and its advantages
abstract	Abstract In this paper an alternative measure for the excess, called standard archαs, is introduced. It is only an affine transformation of the classical kurtosis, but has many advantages. It can be defined as the double relative asymptotic variance of the standard deviation and can be generalized as the double relative asymptotic variance of any other scale estimator. The inequalities between skewness and kurtosis given inTeuscher andGuiard (1995) are transformed to the corresponding inequalities between skewness and standard arch. © Springer-Verlag 2000
abstractGer	Abstract In this paper an alternative measure for the excess, called standard archαs, is introduced. It is only an affine transformation of the classical kurtosis, but has many advantages. It can be defined as the double relative asymptotic variance of the standard deviation and can be generalized as the double relative asymptotic variance of any other scale estimator. The inequalities between skewness and kurtosis given inTeuscher andGuiard (1995) are transformed to the corresponding inequalities between skewness and standard arch. © Springer-Verlag 2000
abstract_unstemmed	Abstract In this paper an alternative measure for the excess, called standard archαs, is introduced. It is only an affine transformation of the classical kurtosis, but has many advantages. It can be defined as the double relative asymptotic variance of the standard deviation and can be generalized as the double relative asymptotic variance of any other scale estimator. The inequalities between skewness and kurtosis given inTeuscher andGuiard (1995) are transformed to the corresponding inequalities between skewness and standard arch. © Springer-Verlag 2000
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title_short	An alternative and generalized excess measure and its advantages
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