Some remarks on Zenga’s approach to kurtosis

digital

Article

Magazine

STATISTICA & APPLICAZIONI

Section

Open Access

Title

Some remarks on Zenga’s approach to kurtosis

Authors

Lucio De Capitani, Marcella Polisicchio

Publisher

Vita e Pensiero

Format

Article |

Pdf

Online from

10-2017

Issn

1824-6672 (print) | 2283-6659 (digital)

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Description Readers' comments

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.

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