Kurtosis is a descriptive statistic used to help measure how data disperse between a distribution's center and tails, with larger values indicating a data distribution may have “heavy” tails that are …

On kurtosis of surface elevation. A strong link between increasing kurtosis and increasing freak wave occurrence was established by Mori and Janssen (2006), and hence, it has been used in …

2010年2月6日 · Kurtosis is the degree of peakedness of a distribution, usually taken relative to a normal distribution. A distribution having a relatively high peak such as the curve of Fig. 3.2(a) …

Kurtosis (or, more accurately, the excess kurtosis) is a mathematical term that measures how much a distribution deviates from being Gaussian. Kurtosis can be measured directly from an …

2025年1月15日 · Aiming at solving the limitation, a novel maximum L-Kurtosis deconvolution (MLKD) algorithm is proposed. Firstly, the L-Kurtosis is introduced, and the results show that it …

The coefficient of kurtosis (or also excess kurtosis or just excess) is used to assess whether a density is more or less peaked around its center, than the density of a normal curve and …

2007年9月1日 · Since critical values for the kurtosis test for normality are only tabulated for a relatively small number of different sample sizes [8], interpolation functions have been derived …

2012年3月1日 · However, any of these studies pay attention to the recovery of the kurtosis of the sample distribution. If, as asserted by Mantegna et al. [34], the idea is to contribute to the …

Kurtosis provides insight into the distribution characteristics of stress response, particularly the occurrence of extreme values or peaks, which are more likely to cause material fatigue and …

2019年11月1日 · Kurtosis measures the fatness of tails in the return distribution. Risk-averse investors may not be willing to hold assets with higher idiosyncratic kurtosis if there is a …