Recently, expectile-based measures of skewness akin to well-known quantile-based skewness measures have been introduced, and it has been shown that these measures possess quite promising properties (Eberl and Klar in Comput Stat Data Anal 146:106939, 2020; Scand J Stat, 2021,...

The concept of kurtosis is used to describe and compare theoretical and empirical distributions in a multitude of applications. In this connection, it is commonly applied to asymmetric distributions. However, there is no rigorous mathematical foundation establishing what is meant by kurtosis of...

The concept of kurtosis is used to describe and compare theoretical and empirical distributions in a multitude of applications. In this connection, it is commonly applied to asymmetric distributions. However, there is no rigorous mathematical foundation establishing what is meant by kurtosis of...