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Some remarks on Zenga’s approach to kurtosis

digital Some remarks on Zenga’s approach to kurtosis
Article
journal STATISTICA & APPLICAZIONI
issue STATISTICA & APPLICAZIONI - 2016 - 2
title Some remarks on Zenga’s approach to kurtosis
authors
publisher Vita e Pensiero
format Article | Pdf
online since 10-2017
issn 18246672 (print)
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In this paper, several insights on the Zenga’s approach for the measurement of Kurtosis are provided. These insights mainly regard the connections between Kurtosis and Concentration indexes and the relation between the Kurtosis diagram and an extension of the well-known Lorenz curve, i.e. the relative first incomplete moment function. Special attention is also given to the relations of the Kurtosis partial stochastic ordering with the Lorenz and convex partial stochastic orderings. The obtained results are applied in order to study the Kurtosis ordering in the Generalized Lognormal Distribution.