Comparing measures of sample skewness and kurtosis

1998/03/01 by D. N. Joanes, Christine A. Gill · 1,004 citations
Chemistry · Mathematics · #Advanced Statistical Methods and Models #Chemistry #Econometrics #Kurtosis #Mathematics #Mean squared error #Sample (material) #Sample size determination #Skewness #Statistical Distribution Estimation and Applications #Statistical Methods and Inference #Statistics

paper · doi:10.1111/1467-9884.00122

published in Journal of the Royal Statistical Society Series D (The Statistician) 47(1), 183-189 (Wiley)

openalex publication_date 1998/03/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/25

Abstract

Over the years, various measures of sample skewness and kurtosis have been proposed. Comparisons are made between those measures adopted by well-known statistical computing packages, focusing on bias and mean-squared error for normal samples, and presenting some comparisons from simulation results for non-normal samples

Citations

• The moments of the distribution for normal samples of measures of departure from normality

Cited by

• Adult-onset autoimmune diabetes: current knowledge and implications for management
• Graph-Based Fault Diagnosis for Rotating Machinery: Adaptive Segmentation and Structural Feature Integration
• A study of correlations in the stock market
• Foundations of Descriptive and Inferential Statistics
• Constructing the Truth: Text Mining and Linguistic Networks in Public Hearings of Case 03 of the Special Jurisdiction for Peace (JEP)
• Transitions between superstatistical regimes: Validity, breakdown and applications
• Chemical Abundances and Ages of the Bulge Stars in APOGEE High-velocity Peaks
• Kurtosis [wikipedia]
• Skewness [wikipedia]